Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413946.2527 | 325444.741 | 88501.5117 | 543566.3032 | 165442.3576 | 378123.9457 |
Total P&L (%) | 413.9463 | 325.4447 | 88.5015 | 543.5663 | 165.4424 | 378.1239 |
Avg Daily Profit (%) | 0.2203 | 0.1732 | 0.0471 | 0.0991 | 0.052 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75931 | -56876 | -61709 | -1105317 | -806812 | -481550 |
Profit Factor | 1.9619 | 2.5836 | 1.3937 | 1.1568 | 1.0918 | 1.2271 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.7027 | 54.0541 | 51.3514 | 52.7027 | 54.0541 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.7607 | 2.196 | 1.3203 | 1.0382 | 0.9281 | 1.1625 |
Largest Winning Trade | 157233 | 157233 | 55325 | 373969 | 350151 | 373969 |
Largest Losing Trade | -60367 | -39715 | -60367 | -296153 | -266762 | -296153 |
Avg Bars in Trades | 72 | 55 | 89 | 72 | 55 | 89 |
Avg Bars in Winners | 76 | 52 | 102 | 76 | 52 | 102 |
Avg Bars in Losers | 67 | 58 | 75 | 67 | 58 | 75 |
Bars Traded | 5364 | 2051 | 3313 | 5364 | 2051 | 3313 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56906 | 462570 | -129179 | -176685 | -244156 | -81929 |
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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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