Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159422.5841 | -18562.3141 | 177984.8983 | 64232.0374 | -153926.5635 | 218158.6009 |
Total P&L (%) | 159.4226 | -18.5623 | 177.9849 | 64.232 | -153.9266 | 218.1586 |
Avg Daily Profit (%) | 0.155 | -0.0181 | 0.1731 | 0.0483 | 0 | 0.1126 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95323 | -120943 | -29689 | -213477 | -266869 | -69661 |
Profit Factor | 1.5157 | 0.9189 | 3.2202 | 1.1073 | 0.6538 | 2.4156 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 53.8462 | 51.2821 | 56.4103 | 53.8462 | 51.2821 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.2992 | 0.873 | 2.4883 | 0.9491 | 0.6211 | 1.8666 |
Largest Winning Trade | 48319 | 41302 | 48319 | 62778 | 43907 | 62778 |
Largest Losing Trade | -61255 | -61255 | -29141 | -114778 | -114778 | -68500 |
Avg Bars in Trades | 49 | 64 | 35 | 49 | 64 | 35 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 45 | 76 | 11 | 45 | 76 | 11 |
Bars Traded | 3874 | 2500 | 1374 | 3874 | 2500 | 1374 |
Profit Streak | 0 | 0 | 24.5082 | 0 | 0 | 24.5082 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29639 | -580591 | 555310 | -271303 | -580591 | -36162 |
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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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