Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275847.7371 | 279939.915 | -4092.1779 | -146740.1906 | -52855.9833 | -93884.2073 |
Total P&L (%) | 275.8477 | 279.9399 | -4.0922 | -146.7402 | -52.856 | -93.8842 |
Avg Daily Profit (%) | 0.1476 | 0.1498 | -0.0022 | 0 | -0.0402 | -0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140769 | -109669 | -179412 | -775404 | -265883 | -585290 |
Profit Factor | 1.3871 | 1.9428 | 0.9902 | 0.8993 | 0.9137 | 0.8888 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 27 | 23 | 46 | 22 | 24 |
Losing Trades | 26 | 11 | 15 | 30 | 16 | 14 |
Profitability (%) | 65.7895 | 71.0526 | 60.5263 | 60.5263 | 57.8947 | 63.1579 |
Ratio Avg Win / Avg Loss | 0.7213 | 0.7915 | 0.6458 | 0.5865 | 0.6645 | 0.5185 |
Largest Winning Trade | 72024 | 72024 | 46431 | 282410 | 54369 | 282410 |
Largest Losing Trade | -125578 | -61137 | -125578 | -422635 | -128877 | -422635 |
Avg Bars in Trades | 142 | 147 | 137 | 142 | 147 | 137 |
Avg Bars in Winners | 81 | 88 | 73 | 116 | 123 | 109 |
Avg Bars in Losers | 258 | 290 | 234 | 181 | 178 | 184 |
Bars Traded | 10802 | 5589 | 5213 | 10802 | 5589 | 5213 |
Profit Streak | 63.9786 | 95.3119 | 63.9786 | 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 | -47478 | 402690 | -578841 | -632913 | -579741 | -579059 |
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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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