Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530034.024 | 362822.7277 | 167211.2963 | -178788.5242 | 441996.5271 | -620785.0513 |
Total P&L (%) | 530.034 | 362.8227 | 167.2113 | -178.7885 | 441.9965 | -620.7851 |
Avg Daily Profit (%) | 0.2442 | 0.1672 | 0.077 | 0 | 0.0779 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113308 | -127006 | -101487 | -803984 | -154764 | -733373 |
Profit Factor | 2.0201 | 2.2865 | 1.7038 | 0.8486 | 2.4777 | 0.2961 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 22 | 24 | 34 | 18 | 16 |
Losing Trades | 29 | 15 | 14 | 41 | 19 | 22 |
Profitability (%) | 61.3333 | 59.4595 | 63.1579 | 45.3333 | 48.6486 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.2735 | 1.559 | 0.9939 | 1.0233 | 2.6153 | 0.4072 |
Largest Winning Trade | 105854 | 105854 | 55145 | 192576 | 192576 | 64613 |
Largest Losing Trade | -101487 | -42845 | -101487 | -612527 | -49581 | -612527 |
Avg Bars in Trades | 80 | 99 | 61 | 80 | 99 | 61 |
Avg Bars in Winners | 61 | 58 | 64 | 99 | 147 | 45 |
Avg Bars in Losers | 109 | 160 | 55 | 64 | 54 | 72 |
Bars Traded | 6020 | 3691 | 2329 | 6020 | 3691 | 2329 |
Profit Streak | 107.8591 | 119.5257 | 107.8591 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47429 | 485640 | -87349 | -642203 | -84733 | -583835 |
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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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