Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110191.68 | 45626.0872 | 64565.5927 | 16851.8715 | 33005.8247 | -16153.9533 |
Total P&L (%) | 110.1917 | 45.6261 | 64.5656 | 16.8519 | 33.0058 | -16.154 |
Avg Daily Profit (%) | 0.2116 | 0.0876 | 0.124 | 0.0299 | 0.0548 | -0.0338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95829 | -12163 | -108660 | -180940 | -18972 | -185711 |
Profit Factor | 1.4478 | 2.5734 | 1.2974 | 1.0467 | 1.8211 | 0.9496 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 65.8824 | 58.1395 | 73.8095 | 65.8824 | 58.1395 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.7497 | 1.8528 | 0.4604 | 0.542 | 1.3112 | 0.337 |
Largest Winning Trade | 37337 | 11551 | 37337 | 33693 | 10189 | 33693 |
Largest Losing Trade | -62490 | -5984 | -62490 | -100918 | -11486 | -100918 |
Avg Bars in Trades | 284 | 25 | 548 | 284 | 25 | 548 |
Avg Bars in Winners | 279 | 29 | 481 | 279 | 29 | 481 |
Avg Bars in Losers | 292 | 19 | 739 | 292 | 19 | 739 |
Bars Traded | 24152 | 1096 | 23057 | 24152 | 1096 | 23057 |
Profit Streak | 0 | 0 | 24.1524 | 0 | 0 | 24.1524 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325263 | -72002 | -25452 | -330732 | -119454 | -576752 |
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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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