Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285565.7221 | 337003.924 | -51438.2018 | -80594.2472 | 107413.2251 | -188007.4723 |
Total P&L (%) | 285.5657 | 337.0039 | -51.4382 | -80.5942 | 107.4132 | -188.0075 |
Avg Daily Profit (%) | 0.1532 | 0.1808 | -0.0276 | -0.0879 | 0.0391 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180985 | -92617 | -104388 | -196117 | -15297 | -67986 |
Profit Factor | 1.3444 | 1.9865 | 0.8945 | 0.7257 | 3.2481 | 0.2359 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 45.5696 | 47.5 | 43.5897 | 45.5696 | 47.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.6058 | 2.1956 | 1.1576 | 0.8668 | 3.59 | 0.3053 |
Largest Winning Trade | 152606 | 152606 | 66906 | 99688 | 99688 | 18141 |
Largest Losing Trade | -70035 | -42041 | -70035 | -125562 | -6249 | -125562 |
Avg Bars in Trades | 89 | 87 | 92 | 89 | 87 | 92 |
Avg Bars in Winners | 114 | 99 | 130 | 114 | 99 | 130 |
Avg Bars in Losers | 69 | 76 | 63 | 69 | 76 | 63 |
Bars Traded | 7095 | 3495 | 3600 | 7095 | 3495 | 3600 |
Profit Streak | 0 | 0 | 82.3662 | 0 | 0 | 82.3662 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24313 | 370333 | -581025 | -613778 | -135346 | -582692 |
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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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