Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346006.094 | 242398.2972 | 103607.7968 | 90049.9399 | 155618.232 | -65568.2921 |
Total P&L (%) | 346.0061 | 242.3983 | 103.6078 | 90.0499 | 155.6182 | -65.5683 |
Avg Daily Profit (%) | 0.2538 | 0.1778 | 0.076 | 0.0471 | 0.0689 | -0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92232 | -47043 | -97151 | -208511 | -117063 | -219790 |
Profit Factor | 1.8065 | 2.3948 | 1.4059 | 1.1089 | 1.511 | 0.8745 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 52.5641 | 51.2821 | 53.8462 | 52.5641 | 51.2821 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.6302 | 2.2751 | 1.2051 | 1.0007 | 1.4355 | 0.7496 |
Largest Winning Trade | 171137 | 171137 | 58309 | 111447 | 111447 | 81490 |
Largest Losing Trade | -81335 | -27235 | -81335 | -193502 | -64753 | -193502 |
Avg Bars in Trades | 97 | 68 | 126 | 97 | 68 | 126 |
Avg Bars in Winners | 134 | 86 | 181 | 134 | 86 | 181 |
Avg Bars in Losers | 56 | 50 | 63 | 56 | 50 | 63 |
Bars Traded | 7621 | 2679 | 4942 | 7621 | 2679 | 4942 |
Profit Streak | 0 | 46.574 | 0 | 0 | 46.574 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26937 | 458593 | -90216 | -269197 | -98858 | -580258 |
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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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