Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170968.6764 | 16765.0445 | 154203.6319 | 81688.6408 | -179936.054 | 261624.6948 |
Total P&L (%) | 170.9687 | 16.765 | 154.2036 | 81.6886 | -179.9361 | 261.6247 |
Avg Daily Profit (%) | 0.1646 | 0.0161 | 0.1485 | 0.0575 | 0 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71895 | -73387 | -48703 | -244483 | -270088 | -149344 |
Profit Factor | 1.4513 | 1.0709 | 2.0827 | 1.0874 | 0.6768 | 1.6916 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 46.4789 | 36.1111 | 57.1429 | 46.4789 | 36.1111 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6712 | 1.8947 | 1.5621 | 1.2521 | 1.1975 | 1.2687 |
Largest Winning Trade | 90152 | 90152 | 42960 | 114436 | 90152 | 114436 |
Largest Losing Trade | -31849 | -23767 | -31849 | -135732 | -53732 | -135732 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 79 | 82 | 78 | 79 | 82 | 78 |
Avg Bars in Losers | 34 | 33 | 37 | 34 | 33 | 37 |
Bars Traded | 3959 | 1837 | 2122 | 3959 | 1837 | 2122 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83208 | -327148 | 360163 | -333215 | -584514 | -24696 |
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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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