Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172740.3073 | -19833.5733 | 192573.8806 | 62808.814 | -296743.7117 | 359552.5256 |
Total P&L (%) | 172.7403 | -19.8336 | 192.5739 | 62.8088 | -296.7437 | 359.5525 |
Avg Daily Profit (%) | 0.1324 | -0.0152 | 0.1476 | 0.0374 | 0 | 0.117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74945 | -108828 | -39052 | -313122 | -452805 | -113313 |
Profit Factor | 1.3475 | 0.9404 | 2.1727 | 1.044 | 0.6902 | 1.7651 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 14 | 26 | 40 | 14 | 26 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 40.8163 | 28.5714 | 53.0612 | 40.8163 | 28.5714 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.9539 | 2.351 | 1.922 | 1.5138 | 1.7254 | 1.5614 |
Largest Winning Trade | 66064 | 66064 | 58183 | 150129 | 150129 | 110162 |
Largest Losing Trade | -31001 | -31001 | -21365 | -73151 | -73151 | -53400 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 59 | 82 | 47 | 59 | 82 | 47 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 3767 | 2030 | 1736 | 3767 | 2030 | 1736 |
Profit Streak | 0 | 0 | 55.2857 | 0 | 0 | 55.2857 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18050 | -592255 | 347721 | -317786 | -592255 | -31993 |
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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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