Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473727.9533 | 440437.9298 | 33290.0235 | -54515.9722 | 1267552.7951 | -1322068.7673 |
Total P&L (%) | 473.728 | 440.4379 | 33.29 | -54.516 | 1267.5528 | -1322.0688 |
Avg Daily Profit (%) | 0.2396 | 0.2228 | 0.0168 | -0.0398 | 0.1324 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128530 | -150593 | -174610 | -1263752 | -697405 | -1532597 |
Profit Factor | 1.5717 | 2.0523 | 1.0812 | 0.9848 | 1.9631 | 0.4197 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.2723 | 1.6614 | 0.8752 | 0.7972 | 1.5892 | 0.3398 |
Largest Winning Trade | 199778 | 199778 | 47803 | 524140 | 524140 | 242171 |
Largest Losing Trade | -86098 | -59450 | -86098 | -482938 | -336849 | -482938 |
Avg Bars in Trades | 74 | 82 | 66 | 74 | 82 | 66 |
Avg Bars in Winners | 84 | 91 | 77 | 84 | 91 | 77 |
Avg Bars in Losers | 61 | 71 | 51 | 61 | 71 | 51 |
Bars Traded | 5641 | 3133 | 2508 | 5641 | 3133 | 2508 |
Profit Streak | 0 | 0 | 667.1302 | 0 | 0 | 667.1302 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43113 | 446841 | -304429 | -633595 | -11446 | -579125 |
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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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