Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411711.6017 | 166251.1744 | 245460.4273 | 458070.3292 | -14692.5995 | 472762.9287 |
Total P&L (%) | 411.7116 | 166.2512 | 245.4604 | 458.0703 | -14.6926 | 472.7629 |
Avg Daily Profit (%) | 0.2795 | 0.1129 | 0.1666 | 0.1168 | -0.0108 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82142 | -93482 | -50379 | -334540 | -282067 | -281882 |
Profit Factor | 1.9325 | 1.5414 | 2.8259 | 1.3319 | 0.9828 | 1.8989 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 36 | 23 | 13 | 36 | 23 | 13 |
Profitability (%) | 54.4304 | 41.0256 | 67.5 | 54.4304 | 41.0256 | 67.5 |
Ratio Avg Win / Avg Loss | 1.6179 | 2.2157 | 1.3606 | 1.1151 | 1.4128 | 0.9143 |
Largest Winning Trade | 155107 | 155107 | 59671 | 210255 | 210255 | 185626 |
Largest Losing Trade | -37382 | -37382 | -37138 | -199356 | -199356 | -190746 |
Avg Bars in Trades | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Winners | 37 | 40 | 36 | 37 | 40 | 36 |
Avg Bars in Losers | 31 | 39 | 17 | 31 | 39 | 17 |
Bars Traded | 2749 | 1547 | 1202 | 2749 | 1547 | 1202 |
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 | -18732 | -43117 | 500959 | -67510 | -582580 | -31607 |
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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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