Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177642.2625 | -29289.4021 | 206931.6647 | 137345.9772 | -106185.6768 | 243531.654 |
Total P&L (%) | 177.6423 | -29.2894 | 206.9317 | 137.346 | -106.1857 | 243.5317 |
Avg Daily Profit (%) | 0.1724 | -0.0284 | 0.2008 | 0.0839 | 0 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62711 | -82207 | -49860 | -136989 | -177936 | -78092 |
Profit Factor | 1.4219 | 0.8914 | 2.3672 | 1.2014 | 0.762 | 2.0323 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 52.809 | 45.4545 | 60 | 52.809 | 45.4545 | 60 |
Ratio Avg Win / Avg Loss | 1.2707 | 1.0697 | 1.5781 | 1.0736 | 0.9144 | 1.3549 |
Largest Winning Trade | 41967 | 33895 | 41967 | 84940 | 84940 | 62258 |
Largest Losing Trade | -24556 | -24556 | -23409 | -60091 | -60091 | -38508 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 2874 | 1413 | 1462 | 2874 | 1413 | 1462 |
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 | 317374 | -580820 | 485979 | -80822 | -582487 | -28892 |
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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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