Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180799.3457 | 121611.4627 | 59187.883 | 257622.0032 | 170987.661 | 86634.3422 |
Total P&L (%) | 180.7993 | 121.6115 | 59.1879 | 257.622 | 170.9877 | 86.6343 |
Avg Daily Profit (%) | 0.6789 | 0.4567 | 0.2223 | 0.4797 | 0.375 | 0.2346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35969 | -32802 | -17350 | -70232 | -84870 | -44681 |
Profit Factor | 1.932 | 1.9671 | 1.8672 | 1.7832 | 1.7878 | 1.7742 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 41.3333 | 40.5405 | 42.1053 | 41.3333 | 40.5405 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.7422 | 2.8851 | 2.5674 | 2.531 | 2.6222 | 2.4395 |
Largest Winning Trade | 71988 | 71988 | 27228 | 157959 | 157959 | 38248 |
Largest Losing Trade | -16418 | -16418 | -10525 | -44728 | -44728 | -25503 |
Avg Bars in Trades | 165 | 222 | 109 | 165 | 222 | 109 |
Avg Bars in Winners | 272 | 371 | 179 | 272 | 371 | 179 |
Avg Bars in Losers | 89 | 120 | 59 | 89 | 120 | 59 |
Bars Traded | 12385 | 8218 | 4167 | 12385 | 8218 | 4167 |
Profit Streak | 268.3167 | 0 | 294.3792 | 268.3167 | 0 | 294.3792 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50052 | 306054 | 271734 | -52042 | 268484 | 295017 |
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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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