Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212807.6635 | -13053.2039 | 225860.8674 | 61228.25 | -4783.3075 | 66011.5575 |
Total P&L (%) | 212.8077 | -13.0532 | 225.8609 | 61.2283 | -4.7833 | 66.0116 |
Avg Daily Profit (%) | 0.1396 | -0.0086 | 0.1482 | 0.0313 | -0.0032 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77907 | -66165 | -61583 | -219351 | -188883 | -164818 |
Profit Factor | 1.4189 | 0.9477 | 1.8739 | 1.0631 | 0.9882 | 1.1167 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 54.5455 | 48.7179 | 60.5263 | 54.5455 | 48.7179 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.1824 | 0.9976 | 1.2221 | 0.8859 | 1.0402 | 0.7283 |
Largest Winning Trade | 57792 | 37214 | 57792 | 78248 | 78248 | 65909 |
Largest Losing Trade | -55404 | -36907 | -55404 | -161281 | -72693 | -161281 |
Avg Bars in Trades | 76 | 54 | 98 | 76 | 54 | 98 |
Avg Bars in Winners | 68 | 45 | 88 | 68 | 45 | 88 |
Avg Bars in Losers | 84 | 62 | 115 | 84 | 62 | 115 |
Bars Traded | 5864 | 2113 | 3751 | 5864 | 2113 | 3751 |
Profit Streak | 20.6186 | 21.3686 | 0 | 20.6186 | 21.3686 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50977 | -580705 | 309158 | -349540 | -579038 | -241118 |
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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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