Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79882.6774 | -72244.7407 | 152127.4181 | 2807.6705 | -118147.443 | 120955.1136 |
Total P&L (%) | 79.8827 | -72.2447 | 152.1274 | 2.8077 | -118.1474 | 120.9551 |
Avg Daily Profit (%) | 0.0772 | -0.0698 | 0.1471 | 0.0027 | 0 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71887 | -85305 | -49975 | -109521 | -125790 | -55643 |
Profit Factor | 1.2298 | 0.6377 | 2.0268 | 1.0067 | 0.5021 | 1.6618 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 47.0588 | 38.2353 | 55.8824 | 47.0588 | 38.2353 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.3836 | 1.0301 | 1.6001 | 1.1325 | 0.811 | 1.312 |
Largest Winning Trade | 67105 | 30553 | 67105 | 77109 | 22968 | 77109 |
Largest Losing Trade | -33485 | -18291 | -33485 | -55643 | -26059 | -55643 |
Avg Bars in Trades | 42 | 25 | 58 | 42 | 25 | 58 |
Avg Bars in Winners | 56 | 24 | 78 | 56 | 24 | 78 |
Avg Bars in Losers | 29 | 26 | 33 | 29 | 26 | 33 |
Bars Traded | 2861 | 880 | 1981 | 2861 | 880 | 1981 |
Profit Streak | 0 | 0 | 16.5391 | 0 | 0 | 16.5391 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205097 | -583425 | 322688 | -683110 | -585092 | -86719 |
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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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