Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268082.959 | 32762.764 | 235320.195 | 322965.9044 | -140268.8184 | 463234.7228 |
Total P&L (%) | 268.083 | 32.7628 | 235.3202 | 322.9659 | -140.2688 | 463.2347 |
Avg Daily Profit (%) | 0.1767 | 0.0216 | 0.1551 | 0.0951 | 0 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89938 | -65964 | -33699 | -546644 | -410733 | -171717 |
Profit Factor | 1.7458 | 1.1559 | 2.5763 | 1.1812 | 0.8598 | 1.5919 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 32.8947 | 23.6842 | 42.1053 | 32.8947 | 23.6842 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.5615 | 3.7245 | 3.5424 | 2.4096 | 2.7704 | 2.1889 |
Largest Winning Trade | 76027 | 76027 | 73609 | 246778 | 246778 | 207297 |
Largest Losing Trade | -16479 | -16479 | -14460 | -99882 | -83373 | -99882 |
Avg Bars in Trades | 38 | 25 | 51 | 38 | 25 | 51 |
Avg Bars in Winners | 93 | 67 | 108 | 93 | 67 | 108 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 2947 | 980 | 1966 | 2947 | 980 | 1966 |
Profit Streak | 31.6611 | 33.1611 | 0 | 31.6611 | 33.1611 | 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 | -49157 | -249600 | 327323 | -146072 | -612782 | -40923 |
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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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