Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83594.1284 | -80389.3706 | 163983.499 | -33555.925 | -78500.1982 | 44944.2732 |
Total P&L (%) | 83.5941 | -80.3894 | 163.9835 | -33.5559 | -78.5002 | 44.9443 |
Avg Daily Profit (%) | 0.0808 | -0.0777 | 0.1585 | -0.0395 | -0.1484 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106023 | -129321 | -62161 | -96332 | -95162 | -32068 |
Profit Factor | 1.1818 | 0.6873 | 1.8089 | 0.8553 | 0.4482 | 1.5014 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 60.2564 | 51.2821 | 69.2308 | 60.2564 | 51.2821 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7795 | 0.6529 | 0.804 | 0.5641 | 0.4258 | 0.6673 |
Largest Winning Trade | 34431 | 25794 | 34431 | 12909 | 8549 | 12909 |
Largest Losing Trade | -53995 | -36019 | -53995 | -40117 | -40117 | -25747 |
Avg Bars in Trades | 73 | 61 | 86 | 73 | 61 | 86 |
Avg Bars in Winners | 53 | 39 | 63 | 53 | 39 | 63 |
Avg Bars in Losers | 105 | 84 | 139 | 105 | 84 | 139 |
Bars Traded | 5769 | 2379 | 3390 | 5769 | 2379 | 3390 |
Profit Streak | 11.6079 | 0 | 12.2746 | 11.6079 | 0 | 12.2746 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143849 | -580591 | 397883 | -617318 | -580591 | -143975 |
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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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