Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84198.9063 | 3360.7541 | 80838.1522 | 105788.3277 | -7612.7676 | 113401.0953 |
Total P&L (%) | 84.1989 | 3.3608 | 80.8382 | 105.7883 | -7.6128 | 113.4011 |
Avg Daily Profit (%) | 0.3233 | 0.0129 | 0.3104 | 0.2775 | -0.0304 | 0.2915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27528 | -19249 | -23224 | -57202 | -32486 | -46659 |
Profit Factor | 1.6172 | 1.0579 | 2.031 | 1.425 | 0.927 | 1.784 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 71.6814 | 66.6667 | 76.7857 | 71.6814 | 66.6667 | 76.7857 |
Ratio Avg Win / Avg Loss | 0.6389 | 0.529 | 0.614 | 0.563 | 0.4635 | 0.5393 |
Largest Winning Trade | 13297 | 8920 | 13297 | 18606 | 8920 | 18606 |
Largest Losing Trade | -18259 | -10674 | -18259 | -35761 | -16721 | -35761 |
Avg Bars in Trades | 212 | 80 | 346 | 212 | 80 | 346 |
Avg Bars in Winners | 156 | 45 | 254 | 156 | 45 | 254 |
Avg Bars in Losers | 354 | 152 | 650 | 354 | 152 | 650 |
Bars Traded | 24019 | 4609 | 19410 | 24019 | 4609 | 19410 |
Profit Streak | 0 | 0 | 46.5044 | 0 | 0 | 46.5044 |
Trades During Streak | 0 | 0 | 13 | 0 | 0 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394268 | -679135 | -166587 | 340471 | -760068 | -167225 |
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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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