Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202774.0448 | 64191.2227 | 138582.8221 | 245813.7124 | -106489.1707 | 352302.883 |
Total P&L (%) | 202.774 | 64.1912 | 138.5828 | 245.8137 | -106.4892 | 352.3029 |
Avg Daily Profit (%) | 0.1815 | 0.0575 | 0.124 | 0.1111 | 0 | 0.1352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66567 | -49536 | -43576 | -417492 | -386051 | -206469 |
Profit Factor | 1.6798 | 1.3669 | 2.1235 | 1.2059 | 0.8513 | 1.7371 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 55.814 | 48.8372 | 62.7907 | 55.814 | 48.8372 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.3298 | 1.432 | 1.2584 | 0.9547 | 0.8918 | 1.0294 |
Largest Winning Trade | 83375 | 83375 | 29981 | 139405 | 128316 | 139405 |
Largest Losing Trade | -28266 | -28266 | -18304 | -208610 | -208610 | -96905 |
Avg Bars in Trades | 75 | 59 | 90 | 75 | 59 | 90 |
Avg Bars in Winners | 89 | 63 | 109 | 89 | 63 | 109 |
Avg Bars in Losers | 57 | 56 | 58 | 57 | 56 | 58 |
Bars Traded | 6455 | 2570 | 3885 | 6455 | 2570 | 3885 |
Profit Streak | 0 | 0 | 19.9524 | 0 | 0 | 19.9524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378623 | -116500 | -22240 | -45839 | -581179 | -8143 |
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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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