Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74304.5637 | -87571.1247 | 161875.6884 | 12618.165 | -194951.7445 | 207569.9095 |
Total P&L (%) | 74.3046 | -87.5711 | 161.8757 | 12.6182 | -194.9517 | 207.5699 |
Avg Daily Profit (%) | 0.0719 | -0.0847 | 0.1566 | 0.0115 | 0 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69533 | -104380 | -25406 | -134030 | -211273 | -51433 |
Profit Factor | 1.2347 | 0.5543 | 2.3478 | 1.0245 | 0.4072 | 2.1164 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 34.8485 | 27.2727 | 42.4242 | 34.8485 | 27.2727 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.3084 | 1.478 | 3.1863 | 1.9154 | 1.086 | 2.8723 |
Largest Winning Trade | 48519 | 40547 | 48519 | 80577 | 45454 | 80577 |
Largest Losing Trade | -21740 | -21740 | -18228 | -42641 | -32488 | -42641 |
Avg Bars in Trades | 43 | 35 | 51 | 43 | 35 | 51 |
Avg Bars in Winners | 79 | 60 | 91 | 79 | 60 | 91 |
Avg Bars in Losers | 24 | 25 | 21 | 24 | 25 | 21 |
Bars Traded | 2870 | 1167 | 1703 | 2870 | 1167 | 1703 |
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 | -230834 | -598934 | 315022 | -588925 | -598934 | -46748 |
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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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