Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103150.351 | 39349.1432 | 63801.2077 | 134961.9501 | 58604.1659 | 76357.7842 |
Total P&L (%) | 103.1504 | 39.3491 | 63.8012 | 134.962 | 58.6042 | 76.3578 |
Avg Daily Profit (%) | 0.3961 | 0.1511 | 0.245 | 0.3286 | 0.1773 | 0.2181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32204 | -27193 | -30073 | -67785 | -45177 | -65699 |
Profit Factor | 1.7787 | 1.6079 | 1.942 | 1.5964 | 1.5606 | 1.6271 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 69.6203 | 65 | 74.359 | 69.6203 | 65 | 74.359 |
Ratio Avg Win / Avg Loss | 0.7762 | 0.8658 | 0.6697 | 0.6966 | 0.8403 | 0.5611 |
Largest Winning Trade | 18334 | 11778 | 18334 | 26799 | 21135 | 26799 |
Largest Losing Trade | -28714 | -17058 | -28714 | -63542 | -26217 | -63542 |
Avg Bars in Trades | 305 | 333 | 277 | 305 | 333 | 277 |
Avg Bars in Winners | 237 | 277 | 202 | 237 | 277 | 202 |
Avg Bars in Losers | 461 | 436 | 495 | 461 | 436 | 495 |
Bars Traded | 24141 | 13320 | 10821 | 24141 | 13320 | 10821 |
Profit Streak | 0 | 0 | 32.2005 | 0 | 0 | 32.2005 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19959 | 207571 | 426751 | -20903 | 261142 | 411471 |
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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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