Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359790.4459 | 366982.7495 | -7192.3036 | 80062.3708 | 228294.3458 | -148231.975 |
Total P&L (%) | 359.7904 | 366.9828 | -7.1923 | 80.0624 | 228.2943 | -148.232 |
Avg Daily Profit (%) | 0.182 | 0.1856 | -0.0036 | 0.0298 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151994 | -49075 | -230367 | -251078 | -110352 | -372859 |
Profit Factor | 1.6183 | 2.6235 | 0.9798 | 1.0829 | 1.6402 | 0.7564 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 48.6842 | 52.6316 | 44.7368 | 48.6842 | 52.6316 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.7057 | 2.3611 | 1.2103 | 1.1415 | 1.4762 | 0.9344 |
Largest Winning Trade | 82871 | 82871 | 79677 | 103695 | 103695 | 96201 |
Largest Losing Trade | -63353 | -49075 | -63353 | -156548 | -64654 | -156548 |
Avg Bars in Trades | 72 | 49 | 96 | 72 | 49 | 96 |
Avg Bars in Winners | 108 | 55 | 169 | 108 | 55 | 169 |
Avg Bars in Losers | 38 | 41 | 36 | 38 | 41 | 36 |
Bars Traded | 5512 | 1862 | 3650 | 5512 | 1862 | 3650 |
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 | -43758 | 462810 | -581145 | -336708 | -110261 | -582811 |
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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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