Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287537.0819 | 39761.3698 | 247775.712 | 340045.558 | -19141.0619 | 359186.6199 |
Total P&L (%) | 287.5371 | 39.7614 | 247.7757 | 340.0456 | -19.1411 | 359.1866 |
Avg Daily Profit (%) | 0.1884 | 0.0261 | 0.1624 | 0.0971 | -0.0139 | 0.0999 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75297 | -96569 | -40732 | -229053 | -234165 | -100785 |
Profit Factor | 1.7186 | 1.1698 | 2.493 | 1.3837 | 0.9643 | 2.0278 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 49.3506 | 41.0256 | 57.8947 | 49.3506 | 41.0256 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.7638 | 1.6816 | 1.8131 | 1.4201 | 1.3862 | 1.4748 |
Largest Winning Trade | 73864 | 55657 | 73864 | 94668 | 94668 | 84580 |
Largest Losing Trade | -34689 | -31387 | -34689 | -98695 | -98695 | -72648 |
Avg Bars in Trades | 115 | 68 | 163 | 115 | 68 | 163 |
Avg Bars in Winners | 160 | 74 | 222 | 160 | 74 | 222 |
Avg Bars in Losers | 71 | 64 | 81 | 71 | 64 | 81 |
Bars Traded | 8884 | 2683 | 6201 | 8884 | 2683 | 6201 |
Profit Streak | 0 | 0 | 20.6583 | 0 | 0 | 20.6583 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35750 | -196417 | 491062 | -109214 | -582580 | -55223 |
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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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