Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131216.947 | 28632.9285 | 102584.0185 | 121839.6235 | 44087.2566 | 77752.3669 |
Total P&L (%) | 131.2169 | 28.6329 | 102.584 | 121.8396 | 44.0873 | 77.7524 |
Avg Daily Profit (%) | 0.2519 | 0.055 | 0.197 | 0.1531 | 0.0702 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60582 | -16971 | -59417 | -125995 | -20690 | -123195 |
Profit Factor | 1.8881 | 1.5837 | 2.0394 | 1.4398 | 1.5856 | 1.3854 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 54.6667 | 52.6316 | 56.7568 | 54.6667 | 52.6316 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.5657 | 1.4253 | 1.5538 | 1.194 | 1.427 | 1.0555 |
Largest Winning Trade | 35611 | 13169 | 35611 | 47147 | 16161 | 47147 |
Largest Losing Trade | -58621 | -11871 | -58621 | -121584 | -14143 | -121584 |
Avg Bars in Trades | 305 | 67 | 548 | 305 | 67 | 548 |
Avg Bars in Winners | 242 | 68 | 409 | 242 | 68 | 409 |
Avg Bars in Losers | 379 | 67 | 731 | 379 | 67 | 731 |
Bars Traded | 22875 | 2580 | 20295 | 22875 | 2580 | 20295 |
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 | -49314 | -121134 | 424221 | -52805 | -99513 | -44549 |
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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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