Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397817.7465 | 297787.7375 | 100030.009 | 263043.9788 | 237776.3813 | 25267.5974 |
Total P&L (%) | 397.8177 | 297.7877 | 100.03 | 263.044 | 237.7764 | 25.2676 |
Avg Daily Profit (%) | 0.2283 | 0.1709 | 0.0574 | 0.074 | 0.0699 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105520 | -64693 | -142672 | -414844 | -165743 | -347928 |
Profit Factor | 1.8192 | 3.1637 | 1.2874 | 1.2244 | 1.7781 | 1.0291 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 36.1446 | 40.4762 | 31.7073 | 36.1446 | 40.4762 | 31.7073 |
Ratio Avg Win / Avg Loss | 3.2139 | 4.6525 | 2.7729 | 2.163 | 2.6148 | 2.2166 |
Largest Winning Trade | 239189 | 239189 | 74124 | 239189 | 239189 | 192486 |
Largest Losing Trade | -28952 | -13282 | -28952 | -141814 | -33725 | -141814 |
Avg Bars in Trades | 40 | 8 | 73 | 40 | 8 | 73 |
Avg Bars in Winners | 96 | 15 | 202 | 96 | 15 | 202 |
Avg Bars in Losers | 9 | 3 | 13 | 9 | 3 | 13 |
Bars Traded | 3375 | 370 | 3005 | 3375 | 370 | 3005 |
Profit Streak | 0 | 0 | 72.2821 | 0 | 0 | 72.2821 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 167343 | 361284 | -121666 | -100043 | -99644 | -372970 |
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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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