Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286735.7467 | 278264.2091 | 8471.5376 | -66932.5825 | 58279.1621 | -125211.7446 |
Total P&L (%) | 286.7357 | 278.2642 | 8.4715 | -66.9326 | 58.2792 | -125.2117 |
Avg Daily Profit (%) | 0.1542 | 0.1497 | 0.0046 | -0.0595 | 0.0247 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164123 | -87023 | -152292 | -171453 | -50137 | -103380 |
Profit Factor | 1.4345 | 2.2951 | 1.019 | 0.8506 | 1.444 | 0.6045 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 52.7778 | 54.2857 | 53.5211 | 52.7778 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2458 | 2.0535 | 0.8581 | 0.7386 | 1.292 | 0.5091 |
Largest Winning Trade | 100175 | 100175 | 55347 | 80732 | 80732 | 39966 |
Largest Losing Trade | -87855 | -36587 | -87855 | -99406 | -27957 | -99406 |
Avg Bars in Trades | 100 | 73 | 129 | 100 | 73 | 129 |
Avg Bars in Winners | 120 | 87 | 153 | 120 | 87 | 153 |
Avg Bars in Losers | 78 | 57 | 100 | 78 | 57 | 100 |
Bars Traded | 7162 | 2631 | 4531 | 7162 | 2631 | 4531 |
Profit Streak | 0 | 0 | 78.9115 | 0 | 0 | 78.9115 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82407 | 414049 | -552254 | -671321 | -159327 | -579268 |
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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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