Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237568.9434 | -12575.7683 | 250144.7116 | 201217.8315 | -59885.4223 | 261103.2538 |
Total P&L (%) | 237.5689 | -12.5758 | 250.1447 | 201.2178 | -59.8854 | 261.1033 |
Avg Daily Profit (%) | 0.1559 | -0.0083 | 0.1641 | 0.0724 | -0.0599 | 0.0843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70564 | -63764 | -68019 | -294233 | -160974 | -235409 |
Profit Factor | 1.611 | 0.9337 | 2.2567 | 1.2069 | 0.8535 | 1.4632 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 50.7246 | 40 | 61.7647 | 50.7246 | 40 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.565 | 1.4006 | 1.397 | 1.1724 | 1.2802 | 0.9058 |
Largest Winning Trade | 71165 | 43843 | 71165 | 133698 | 90391 | 133698 |
Largest Losing Trade | -32316 | -31960 | -32316 | -130301 | -66044 | -130301 |
Avg Bars in Trades | 84 | 52 | 118 | 84 | 52 | 118 |
Avg Bars in Winners | 108 | 62 | 138 | 108 | 62 | 138 |
Avg Bars in Losers | 61 | 45 | 85 | 61 | 45 | 85 |
Bars Traded | 5858 | 1841 | 4017 | 5858 | 1841 | 4017 |
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 | -95612 | -583009 | 432242 | -202706 | -583009 | -79520 |
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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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