Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335077.5234 | 302547.4275 | 32530.0958 | -16096.3568 | 42261.0563 | -58357.4131 |
Total P&L (%) | 335.0775 | 302.5474 | 32.5301 | -16.0964 | 42.2611 | -58.3574 |
Avg Daily Profit (%) | 0.1744 | 0.1575 | 0.0169 | -0.0091 | 0.0184 | -0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159162 | -145947 | -66368 | -451738 | -381039 | -130097 |
Profit Factor | 1.547 | 1.9318 | 1.113 | 0.9847 | 1.0698 | 0.87 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 42.4242 | 52.9412 | 47.7612 | 42.4242 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.692 | 2.6217 | 0.9893 | 1.0771 | 1.4518 | 0.7733 |
Largest Winning Trade | 317164 | 317164 | 68870 | 355107 | 355107 | 70082 |
Largest Losing Trade | -41972 | -35897 | -41972 | -98136 | -98136 | -72258 |
Avg Bars in Trades | 84 | 70 | 98 | 84 | 70 | 98 |
Avg Bars in Winners | 110 | 99 | 119 | 110 | 99 | 119 |
Avg Bars in Losers | 60 | 49 | 74 | 60 | 49 | 74 |
Bars Traded | 5666 | 2323 | 3343 | 5666 | 2323 | 3343 |
Profit Streak | 0 | 66.4049 | 0 | 0 | 66.4049 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112041 | 306508 | -270644 | -701259 | -316544 | -580413 |
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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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