Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306048.69 | 159523.7286 | 146524.9614 | -80984.8568 | -10568.4448 | -70416.412 |
Total P&L (%) | 306.0487 | 159.5237 | 146.525 | -80.9849 | -10.5684 | -70.4164 |
Avg Daily Profit (%) | 0.1689 | 0.088 | 0.0808 | -0.0915 | -0.0062 | -0.0672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119056 | -47102 | -98575 | -81167 | -10362 | -66455 |
Profit Factor | 1.603 | 1.8877 | 1.447 | 0.5852 | 0.8044 | 0.5012 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 49.3976 | 40.4762 | 58.5366 | 49.3976 | 40.4762 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.6421 | 2.776 | 1.025 | 0.5994 | 1.183 | 0.355 |
Largest Winning Trade | 72352 | 72352 | 67817 | 10668 | 9645 | 10668 |
Largest Losing Trade | -97296 | -20432 | -97296 | -65584 | -17010 | -65584 |
Avg Bars in Trades | 121 | 35 | 208 | 121 | 35 | 208 |
Avg Bars in Winners | 193 | 43 | 299 | 193 | 43 | 299 |
Avg Bars in Losers | 50 | 30 | 80 | 50 | 30 | 80 |
Bars Traded | 10054 | 1499 | 8555 | 10054 | 1499 | 8555 |
Profit Streak | 0 | 0 | 142.5135 | 0 | 0 | 142.5135 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319583 | -75521 | -81921 | -582289 | -582771 | -578674 |
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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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