Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85796.7674 | 420331.938 | -334535.1707 | -84013.3945 | -534276.1252 | 450262.7306 |
Total P&L (%) | 85.7968 | 420.3319 | -334.5352 | -84.0134 | -534.2761 | 450.2627 |
Avg Daily Profit (%) | 0.0371 | 0.182 | -0.1448 | -0.0793 | 0 | 0.0738 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -331834 | -150629 | -427367 | -1997219 | -1731066 | -903552 |
Profit Factor | 1.0794 | 1.7942 | 0.3935 | 0.9795 | 0.8061 | 1.335 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 26 | 21 | 47 | 24 | 23 |
Losing Trades | 32 | 13 | 19 | 32 | 15 | 17 |
Profitability (%) | 59.4937 | 66.6667 | 52.5 | 59.4937 | 61.5385 | 57.5 |
Ratio Avg Win / Avg Loss | 0.7349 | 0.8971 | 0.356 | 0.6669 | 0.5038 | 0.9867 |
Largest Winning Trade | 98012 | 98012 | 31033 | 1057995 | 666718 | 1057995 |
Largest Losing Trade | -201885 | -90139 | -201885 | -1435106 | -1435106 | -903552 |
Avg Bars in Trades | 78 | 143 | 14 | 78 | 143 | 14 |
Avg Bars in Winners | 32 | 48 | 11 | 31 | 49 | 12 |
Avg Bars in Losers | 145 | 334 | 16 | 146 | 293 | 16 |
Bars Traded | 6173 | 5603 | 570 | 6173 | 5603 | 570 |
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 | -307931 | 369838 | -580147 | -610547 | -579261 | -94434 |
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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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