Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70853.2611 | 2166.3205 | 68686.9405 | 76097.0534 | -14674.2698 | 90771.3232 |
Total P&L (%) | 70.8533 | 2.1663 | 68.6869 | 76.0971 | -14.6743 | 90.7713 |
Avg Daily Profit (%) | 0.2721 | 0.0083 | 0.2638 | 0.2175 | -0.0609 | 0.2483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61170 | -27674 | -44458 | -140043 | -53748 | -106043 |
Profit Factor | 1.5075 | 1.0418 | 1.7825 | 1.2561 | 0.8621 | 1.4761 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 56.7901 | 51.2195 | 62.5 | 56.7901 | 51.2195 | 62.5 |
Ratio Avg Win / Avg Loss | 1.147 | 0.9922 | 1.0695 | 0.9557 | 0.8211 | 0.8856 |
Largest Winning Trade | 14831 | 14831 | 13221 | 22104 | 20038 | 22104 |
Largest Losing Trade | -15248 | -10100 | -15248 | -40499 | -18479 | -40499 |
Avg Bars in Trades | 293 | 69 | 522 | 293 | 69 | 522 |
Avg Bars in Winners | 206 | 40 | 345 | 206 | 40 | 345 |
Avg Bars in Losers | 408 | 100 | 818 | 408 | 100 | 818 |
Bars Traded | 23781 | 2867 | 20914 | 23781 | 2867 | 20914 |
Profit Streak | 0 | 0 | 6.9887 | 0 | 0 | 6.9887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7203 | -524918 | 406264 | -10873 | -581979 | 304721 |
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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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