Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165961.1438 | 72866.6437 | 93094.5001 | 123529.887 | -48905.2683 | 172435.1554 |
Total P&L (%) | 165.9611 | 72.8666 | 93.0945 | 123.5299 | -48.9053 | 172.4352 |
Avg Daily Profit (%) | 0.1792 | 0.0787 | 0.1005 | 0.0869 | -0.0725 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86177 | -70494 | -62438 | -315822 | -274710 | -215763 |
Profit Factor | 1.4058 | 1.3566 | 1.455 | 1.1017 | 0.9203 | 1.2872 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 45.8333 | 33.3333 | 58.3333 | 45.8333 | 33.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.6614 | 2.7131 | 1.0393 | 1.302 | 1.8407 | 0.9194 |
Largest Winning Trade | 61430 | 61430 | 32203 | 141857 | 141857 | 100116 |
Largest Losing Trade | -23212 | -18755 | -23212 | -61435 | -46276 | -61435 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 83 | 84 | 83 | 83 | 84 | 83 |
Avg Bars in Losers | 33 | 32 | 35 | 33 | 32 | 35 |
Bars Traded | 5418 | 2379 | 3039 | 5418 | 2379 | 3039 |
Profit Streak | 17.8132 | 0 | 25.3132 | 17.8132 | 0 | 25.3132 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305496 | -92758 | -56042 | -186377 | -584392 | -48394 |
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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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