Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232977.22 | -12623.2957 | 245600.5157 | 165504.0763 | -81388.4043 | 246892.4806 |
Total P&L (%) | 232.9772 | -12.6233 | 245.6005 | 165.5041 | -81.3884 | 246.8925 |
Avg Daily Profit (%) | 0.1528 | -0.0083 | 0.1611 | 0.0641 | -0.1102 | 0.0816 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66050 | -97950 | -59097 | -108252 | -163673 | -101504 |
Profit Factor | 1.5347 | 0.9447 | 2.1838 | 1.2254 | 0.7859 | 1.6969 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 53.1646 | 43.5897 | 62.5 | 53.1646 | 43.5897 | 62.5 |
Ratio Avg Win / Avg Loss | 1.352 | 1.2226 | 1.3103 | 1.0795 | 1.017 | 1.0182 |
Largest Winning Trade | 58118 | 53315 | 58118 | 73688 | 67733 | 73688 |
Largest Losing Trade | -39471 | -32858 | -39471 | -74071 | -57733 | -74071 |
Avg Bars in Trades | 73 | 44 | 101 | 73 | 44 | 101 |
Avg Bars in Winners | 86 | 42 | 116 | 86 | 42 | 116 |
Avg Bars in Losers | 58 | 46 | 75 | 58 | 46 | 75 |
Bars Traded | 5790 | 1743 | 4047 | 5790 | 1743 | 4047 |
Profit Streak | 28.0582 | 28.0582 | 65.3082 | 28.0582 | 28.0582 | 65.3082 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20666 | -581043 | 481169 | -137138 | -581043 | -78819 |
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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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