Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414496.3705 | 183131.0824 | 231365.2881 | 295219.3737 | -30450.6127 | 325669.9864 |
Total P&L (%) | 414.4964 | 183.1311 | 231.3653 | 295.2194 | -30.4506 | 325.67 |
Avg Daily Profit (%) | 0.2794 | 0.1234 | 0.1559 | 0.0927 | -0.0245 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124332 | -175669 | -39419 | -208041 | -168148 | -127247 |
Profit Factor | 1.8494 | 1.5242 | 2.6685 | 1.3196 | 0.9475 | 1.9482 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 48.6842 | 36.8421 | 60.5263 | 48.6842 | 36.8421 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.9493 | 2.613 | 1.7403 | 1.391 | 1.6243 | 1.2706 |
Largest Winning Trade | 163530 | 163530 | 62533 | 161577 | 161577 | 120292 |
Largest Losing Trade | -36879 | -36879 | -34934 | -100840 | -100840 | -97554 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 63 | 68 | 60 | 63 | 68 | 60 |
Avg Bars in Losers | 46 | 57 | 27 | 46 | 57 | 27 |
Bars Traded | 4153 | 2342 | 1811 | 4153 | 2342 | 1811 |
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 | -42480 | -30770 | 493647 | -123333 | -583104 | -58603 |
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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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