Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263355.3038 | 60955.513 | 202399.7908 | 314656.3941 | -219589.7292 | 534246.1233 |
Total P&L (%) | 263.3553 | 60.9555 | 202.3998 | 314.6564 | -219.5897 | 534.2461 |
Avg Daily Profit (%) | 0.2046 | 0.0474 | 0.1572 | 0.1106 | 0 | 0.1436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68861 | -71525 | -48882 | -471496 | -410827 | -348853 |
Profit Factor | 1.633 | 1.2657 | 2.0846 | 1.138 | 0.82 | 1.5039 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 40.5063 | 30 | 51.2821 | 40.5063 | 30 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.3984 | 2.9532 | 1.9804 | 1.6714 | 1.9134 | 1.4287 |
Largest Winning Trade | 70607 | 49885 | 70607 | 232692 | 182699 | 232692 |
Largest Losing Trade | -27606 | -23466 | -27606 | -232635 | -152494 | -232635 |
Avg Bars in Trades | 95 | 80 | 110 | 95 | 80 | 110 |
Avg Bars in Winners | 163 | 148 | 172 | 163 | 148 | 172 |
Avg Bars in Losers | 48 | 50 | 44 | 48 | 50 | 44 |
Bars Traded | 7511 | 3207 | 4304 | 7511 | 3207 | 4304 |
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 | -24217 | -137032 | 410616 | -148007 | -585749 | 22181 |
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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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