Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 419951.329 | 329056.816 | 90894.5129 | -3332.657 | 6504.8139 | -9837.4708 |
Total P&L (%) | 419.9513 | 329.0568 | 90.8945 | -3.3327 | 6.5048 | -9.8375 |
Avg Daily Profit (%) | 0.2637 | 0.2066 | 0.0571 | -0.0021 | 0.004 | -0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170284 | -128028 | -79639 | -460209 | -321021 | -210061 |
Profit Factor | 1.672 | 1.9574 | 1.3232 | 0.9973 | 1.0092 | 0.9807 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 57.3333 | 48.6486 | 65.7895 | 57.3333 | 48.6486 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.2443 | 2.0661 | 0.6881 | 0.7421 | 1.0653 | 0.51 |
Largest Winning Trade | 272004 | 272004 | 47782 | 212149 | 212149 | 73625 |
Largest Losing Trade | -77762 | -66295 | -77762 | -107573 | -99348 | -107573 |
Avg Bars in Trades | 121 | 150 | 92 | 121 | 150 | 92 |
Avg Bars in Winners | 88 | 106 | 75 | 88 | 106 | 75 |
Avg Bars in Losers | 164 | 192 | 124 | 164 | 192 | 124 |
Bars Traded | 9077 | 5571 | 3505 | 9077 | 5571 | 3505 |
Profit Streak | 49.9308 | 49.9308 | 114.2641 | 49.9308 | 49.9308 | 114.2641 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48411 | 411846 | -114740 | -639410 | -563639 | -577365 |
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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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