Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175324.3984 | 6386.532 | 168937.8664 | 192876.376 | 1269.5858 | 191606.7902 |
Total P&L (%) | 175.3244 | 6.3865 | 168.9379 | 192.8764 | 1.2696 | 191.6068 |
Avg Daily Profit (%) | 0.1705 | 0.0062 | 0.1643 | 0.1046 | 0.0012 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55132 | -13066 | -53062 | -213662 | -44101 | -177493 |
Profit Factor | 1.7165 | 1.1018 | 1.9285 | 1.3371 | 1.0098 | 1.4326 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 53.4247 | 48.6486 | 58.3333 | 53.4247 | 48.6486 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4964 | 1.163 | 1.3775 | 1.1657 | 1.0659 | 1.0233 |
Largest Winning Trade | 67914 | 10045 | 67914 | 123618 | 22522 | 123618 |
Largest Losing Trade | -31464 | -11060 | -31464 | -103267 | -24221 | -103267 |
Avg Bars in Trades | 268 | 21 | 522 | 268 | 21 | 522 |
Avg Bars in Winners | 294 | 24 | 526 | 294 | 24 | 526 |
Avg Bars in Losers | 238 | 18 | 516 | 238 | 18 | 516 |
Bars Traded | 19582 | 784 | 18798 | 19582 | 784 | 18798 |
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 | -66044 | -459134 | 394036 | -128608 | -566905 | -51955 |
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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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