Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176847.757 | 89030.4681 | 87817.2889 | 157908.7824 | 609.5424 | 157299.2401 |
Total P&L (%) | 176.8478 | 89.0305 | 87.8173 | 157.9088 | 0.6095 | 157.2992 |
Avg Daily Profit (%) | 0.1923 | 0.0968 | 0.0955 | 0.1031 | 0.0007 | 0.1028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85523 | -55331 | -74665 | -445451 | -268318 | -374415 |
Profit Factor | 1.4931 | 1.5338 | 1.4577 | 1.1239 | 1.001 | 1.2333 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 47.6744 | 37.2093 | 58.1395 | 47.6744 | 37.2093 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.6387 | 2.5882 | 1.0495 | 1.2336 | 1.6892 | 0.888 |
Largest Winning Trade | 60342 | 60342 | 33261 | 178825 | 178825 | 136368 |
Largest Losing Trade | -21267 | -18005 | -21267 | -100499 | -100499 | -92654 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 2691 | 1246 | 1445 | 2691 | 1246 | 1445 |
Profit Streak | 0 | 0 | 35.8002 | 0 | 0 | 35.8002 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333191 | -65752 | -62792 | -140237 | -580646 | -56061 |
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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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