Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61655.2041 | 30137.213 | 31517.991 | 59161.6397 | 51252.1049 | 7909.5348 |
Total P&L (%) | 61.6552 | 30.1372 | 31.518 | 59.1616 | 51.2521 | 7.9095 |
Avg Daily Profit (%) | 0.2368 | 0.1157 | 0.121 | 0.1786 | 0.159 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52165 | -12362 | -58827 | -115344 | -20676 | -128938 |
Profit Factor | 1.4698 | 2.1157 | 1.3024 | 1.2165 | 1.9761 | 1.0358 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 45.7831 | 52.381 | 39.0244 | 45.7831 | 52.381 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.7405 | 1.9233 | 2.035 | 1.4406 | 1.7965 | 1.6185 |
Largest Winning Trade | 19808 | 13495 | 19808 | 38827 | 21516 | 38827 |
Largest Losing Trade | -16532 | -3963 | -16532 | -39427 | -6675 | -39427 |
Avg Bars in Trades | 278 | 17 | 546 | 278 | 17 | 546 |
Avg Bars in Winners | 419 | 20 | 967 | 419 | 20 | 967 |
Avg Bars in Losers | 159 | 14 | 276 | 159 | 14 | 276 |
Bars Traded | 23128 | 738 | 22390 | 23128 | 738 | 22390 |
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 | 190738 | -38069 | -38830 | 71155 | 324334 | -505230 |
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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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