Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137344.2431 | -42906.9427 | 180251.1858 | 31788.8436 | -232789.6511 | 264578.4947 |
Total P&L (%) | 137.3442 | -42.9069 | 180.2512 | 31.7888 | -232.7897 | 264.5785 |
Avg Daily Profit (%) | 0.132 | -0.0412 | 0.1733 | 0.0265 | 0 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77435 | -82561 | -41469 | -200795 | -231556 | -75212 |
Profit Factor | 1.311 | 0.8498 | 2.1546 | 1.042 | 0.5551 | 2.134 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 48.7179 | 41.0256 | 56.4103 | 48.7179 | 41.0256 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3799 | 1.2215 | 1.6649 | 1.0969 | 0.798 | 1.649 |
Largest Winning Trade | 40386 | 37544 | 40386 | 64606 | 49202 | 64606 |
Largest Losing Trade | -38380 | -38380 | -21766 | -97827 | -97827 | -33330 |
Avg Bars in Trades | 74 | 86 | 61 | 74 | 86 | 61 |
Avg Bars in Winners | 71 | 84 | 63 | 71 | 84 | 63 |
Avg Bars in Losers | 76 | 88 | 58 | 76 | 88 | 58 |
Bars Traded | 5778 | 3390 | 2388 | 5778 | 3390 | 2388 |
Profit Streak | 0 | 0 | 26.9775 | 0 | 0 | 26.9775 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55905 | -582580 | 463819 | -373961 | -584247 | -21461 |
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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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