Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169304.6736 | 6459.49 | 162845.1836 | 89866.1589 | -63842.7163 | 153708.8752 |
Total P&L (%) | 169.3047 | 6.4595 | 162.8452 | 89.8662 | -63.8427 | 153.7089 |
Avg Daily Profit (%) | 0.1639 | 0.0063 | 0.1576 | 0.0621 | -0.0984 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109050 | -68105 | -86547 | -165005 | -144645 | -114215 |
Profit Factor | 1.4182 | 1.0335 | 1.769 | 1.1366 | 0.7883 | 1.4315 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 55.2941 | 44.186 | 66.6667 | 55.2941 | 44.186 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1466 | 1.3054 | 0.8845 | 0.919 | 0.9958 | 0.7158 |
Largest Winning Trade | 64211 | 47967 | 64211 | 109172 | 52406 | 109172 |
Largest Losing Trade | -37442 | -16331 | -37442 | -88877 | -41822 | -88877 |
Avg Bars in Trades | 34 | 21 | 48 | 34 | 21 | 48 |
Avg Bars in Winners | 45 | 23 | 59 | 45 | 23 | 59 |
Avg Bars in Losers | 21 | 19 | 26 | 21 | 19 | 26 |
Bars Traded | 2947 | 907 | 2039 | 2947 | 907 | 2039 |
Profit Streak | 0 | 0 | 13.9704 | 0 | 0 | 13.9704 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325147 | -535911 | 382909 | -181037 | -582710 | -70560 |
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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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