Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158573.1809 | -11770.8184 | 170343.9993 | 139713.0838 | -22529.5357 | 162242.6195 |
Total P&L (%) | 158.5732 | -11.7708 | 170.344 | 139.7131 | -22.5295 | 162.2426 |
Avg Daily Profit (%) | 0.1542 | -0.0114 | 0.1657 | 0.0851 | -0.0248 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48175 | -45996 | -43916 | -55633 | -46085 | -52320 |
Profit Factor | 1.6174 | 0.9015 | 2.2399 | 1.4318 | 0.8497 | 1.9343 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 57.1429 | 56.25 | 58.0645 | 57.1429 | 56.25 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.2131 | 0.7011 | 1.6177 | 1.0739 | 0.6609 | 1.397 |
Largest Winning Trade | 73479 | 12551 | 73479 | 78836 | 11100 | 78836 |
Largest Losing Trade | -23831 | -23831 | -20294 | -25551 | -23772 | -25551 |
Avg Bars in Trades | 61 | 9 | 116 | 61 | 9 | 116 |
Avg Bars in Winners | 92 | 6 | 177 | 92 | 6 | 177 |
Avg Bars in Losers | 21 | 11 | 31 | 21 | 11 | 31 |
Bars Traded | 3895 | 289 | 3606 | 3895 | 289 | 3606 |
Profit Streak | 0 | 0 | 138.6627 | 0 | 0 | 138.6627 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140893 | -579722 | 504408 | -228576 | -579722 | -62750 |
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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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