Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152916.5764 | 55286.9305 | 97629.646 | 237431.8715 | 65221.3435 | 172210.528 |
Total P&L (%) | 152.9166 | 55.2869 | 97.6296 | 237.4319 | 65.2213 | 172.2105 |
Avg Daily Profit (%) | 0.2936 | 0.1062 | 0.1875 | 0.2338 | 0.0965 | 0.1925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71012 | -46168 | -39680 | -68950 | -62578 | -35089 |
Profit Factor | 1.7667 | 1.4362 | 2.3428 | 1.9846 | 1.3985 | 3.2225 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 68.3544 | 62.5 | 74.359 | 68.3544 | 62.5 | 74.359 |
Ratio Avg Win / Avg Loss | 0.8179 | 0.8617 | 0.8078 | 0.9188 | 0.8391 | 1.1112 |
Largest Winning Trade | 18604 | 18604 | 13794 | 23530 | 21338 | 23530 |
Largest Losing Trade | -24370 | -24370 | -18729 | -32194 | -32194 | -21021 |
Avg Bars in Trades | 310 | 335 | 283 | 310 | 335 | 283 |
Avg Bars in Winners | 189 | 180 | 198 | 189 | 180 | 198 |
Avg Bars in Losers | 569 | 594 | 532 | 569 | 594 | 532 |
Bars Traded | 24490 | 13426 | 11064 | 24490 | 13426 | 11064 |
Profit Streak | 0 | 0 | 45.7641 | 0 | 0 | 45.7641 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20196 | -51921 | 478755 | -20286 | -64422 | 601415 |
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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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