Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264615.1285 | 63220.7055 | 201394.423 | 345419.5373 | 11460.222 | 333959.3153 |
Total P&L (%) | 264.6151 | 63.2207 | 201.3944 | 345.4195 | 11.4602 | 333.9593 |
Avg Daily Profit (%) | 0.2574 | 0.0615 | 0.1959 | 0.1454 | 0.0106 | 0.1429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70719 | -77028 | -49356 | -154641 | -198742 | -95366 |
Profit Factor | 1.7033 | 1.2897 | 2.2744 | 1.4949 | 1.0282 | 2.1444 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 51.2821 | 38.4615 | 64.1026 | 51.2821 | 38.4615 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.6182 | 2.0636 | 1.2737 | 1.4201 | 1.6451 | 1.2009 |
Largest Winning Trade | 68598 | 68598 | 51309 | 73795 | 68598 | 73795 |
Largest Losing Trade | -36010 | -36010 | -20624 | -70902 | -70902 | -36155 |
Avg Bars in Trades | 75 | 58 | 92 | 75 | 58 | 92 |
Avg Bars in Winners | 91 | 64 | 107 | 91 | 64 | 107 |
Avg Bars in Losers | 58 | 54 | 65 | 58 | 54 | 65 |
Bars Traded | 5893 | 2287 | 3606 | 5893 | 2287 | 3606 |
Profit Streak | 10.4193 | 18.7526 | 10.4193 | 10.4193 | 18.7526 | 10.4193 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26173 | -114046 | 479050 | -35181 | -491371 | 113131 |
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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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