Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130030.3201 | -36014.4503 | 166044.7704 | 16982.0189 | -203754.287 | 220736.3059 |
Total P&L (%) | 130.0303 | -36.0145 | 166.0448 | 16.982 | -203.7543 | 220.7363 |
Avg Daily Profit (%) | 0.126 | -0.0349 | 0.1609 | 0.0152 | 0 | 0.113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84109 | -85759 | -27014 | -199610 | -219500 | -33865 |
Profit Factor | 1.3851 | 0.8574 | 2.9495 | 1.03 | 0.5473 | 2.9002 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.0314 | 0.671 | 2.0893 | 0.767 | 0.4283 | 2.0543 |
Largest Winning Trade | 43212 | 25925 | 43212 | 53003 | 34084 | 53003 |
Largest Losing Trade | -56176 | -56176 | -16406 | -151910 | -151910 | -33865 |
Avg Bars in Trades | 34 | 48 | 21 | 34 | 48 | 21 |
Avg Bars in Winners | 22 | 16 | 29 | 22 | 16 | 29 |
Avg Bars in Losers | 51 | 89 | 10 | 51 | 89 | 10 |
Bars Traded | 2863 | 1978 | 885 | 2863 | 1978 | 885 |
Profit Streak | 6.1116 | 0 | 6.445 | 6.1116 | 0 | 6.445 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31283 | -579951 | 541115 | -377772 | -579951 | -34449 |
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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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