Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452671.2989 | 455051.6403 | -2380.3414 | -43447.3748 | -8020.2205 | -35427.1544 |
Total P&L (%) | 452.6713 | 455.0516 | -2.3803 | -43.4474 | -8.0202 | -35.4272 |
Avg Daily Profit (%) | 0.1877 | 0.1887 | -0.001 | -0.0236 | -0.0035 | -0.0181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111926 | -116674 | -166117 | -80381 | -84081 | -82055 |
Profit Factor | 1.7279 | 2.5504 | 0.9928 | 0.8846 | 0.9554 | 0.8196 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48 | 45.9459 | 50 | 48 | 45.9459 | 50 |
Ratio Avg Win / Avg Loss | 1.8719 | 3.0005 | 0.9928 | 0.9583 | 1.1241 | 0.8196 |
Largest Winning Trade | 361749 | 361749 | 67005 | 50747 | 50747 | 28739 |
Largest Losing Trade | -77479 | -44252 | -77479 | -49084 | -39232 | -49084 |
Avg Bars in Trades | 93 | 97 | 88 | 93 | 97 | 88 |
Avg Bars in Winners | 113 | 114 | 111 | 113 | 114 | 111 |
Avg Bars in Losers | 74 | 83 | 65 | 74 | 83 | 65 |
Bars Traded | 6985 | 3624 | 3361 | 6985 | 3624 | 3361 |
Profit Streak | 20.7882 | 24.7882 | 20.7882 | 20.7882 | 24.7882 | 20.7882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50207 | 408929 | -580212 | -641776 | -580138 | -580212 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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