Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291608.0829 | 339686.6267 | -48078.5438 | -48190.7921 | 134682.9688 | -182873.7609 |
Total P&L (%) | 291.6081 | 339.6866 | -48.0785 | -48.1908 | 134.683 | -182.8738 |
Avg Daily Profit (%) | 0.1561 | 0.1818 | -0.0257 | -0.0352 | 0.0457 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138694 | -106824 | -189726 | -174976 | -63988 | -260098 |
Profit Factor | 1.4302 | 2.081 | 0.8678 | 0.912 | 1.6694 | 0.4725 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 42.8571 | 41.0256 | 44.7368 | 42.8571 | 41.0256 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.9069 | 2.9915 | 1.072 | 1.2161 | 2.3998 | 0.5836 |
Largest Winning Trade | 210819 | 210819 | 65712 | 125499 | 125499 | 40571 |
Largest Losing Trade | -58700 | -39701 | -58700 | -102569 | -56253 | -102569 |
Avg Bars in Trades | 67 | 60 | 75 | 67 | 60 | 75 |
Avg Bars in Winners | 101 | 98 | 103 | 101 | 98 | 103 |
Avg Bars in Losers | 42 | 34 | 51 | 42 | 34 | 51 |
Bars Traded | 5225 | 2372 | 2853 | 5225 | 2372 | 2853 |
Profit Streak | 72.3509 | 114.0176 | 0 | 72.3509 | 114.0176 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39261 | 306577 | -581145 | -627608 | -131656 | -582811 |
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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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