Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167067.4351 | 75125.3872 | 91942.048 | 178104.5819 | -14348.3512 | 192452.9331 |
Total P&L (%) | 167.0674 | 75.1254 | 91.942 | 178.1046 | -14.3484 | 192.4529 |
Avg Daily Profit (%) | 0.1819 | 0.0818 | 0.1001 | 0.1114 | -0.0169 | 0.1169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59446 | -68354 | -50148 | -286937 | -305805 | -190716 |
Profit Factor | 1.511 | 1.4391 | 1.59 | 1.1666 | 0.975 | 1.3894 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 57.8947 | 54.1667 | 61.7021 | 57.8947 | 54.1667 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.0989 | 1.2177 | 0.9869 | 0.8485 | 0.825 | 0.8624 |
Largest Winning Trade | 52504 | 35330 | 52504 | 162380 | 86030 | 162380 |
Largest Losing Trade | -26644 | -21170 | -26644 | -123744 | -84902 | -123744 |
Avg Bars in Trades | 25 | 19 | 32 | 25 | 19 | 32 |
Avg Bars in Winners | 31 | 18 | 42 | 31 | 18 | 42 |
Avg Bars in Losers | 18 | 21 | 15 | 18 | 21 | 15 |
Bars Traded | 2468 | 959 | 1509 | 2468 | 959 | 1509 |
Profit Streak | 0 | 0 | 48.8497 | 0 | 0 | 48.8497 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374198 | -81889 | -56109 | -81558 | -579871 | -34927 |
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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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