Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180910.0388 | -53201.4753 | 234111.5142 | 106483.0986 | -135370.6594 | 241853.758 |
Total P&L (%) | 180.91 | -53.2015 | 234.1115 | 106.4831 | -135.3707 | 241.8538 |
Avg Daily Profit (%) | 0.1184 | -0.0348 | 0.1532 | 0.0475 | 0 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100910 | -94136 | -61345 | -208408 | -173783 | -157535 |
Profit Factor | 1.4585 | 0.8017 | 2.8542 | 1.1435 | 0.7227 | 1.9531 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 47.2222 | 44.4444 | 50 | 47.2222 | 44.4444 | 50 |
Ratio Avg Win / Avg Loss | 1.63 | 1.0022 | 2.8542 | 1.2781 | 0.9034 | 1.9531 |
Largest Winning Trade | 60237 | 30167 | 60237 | 93918 | 54677 | 93918 |
Largest Losing Trade | -32054 | -32054 | -23025 | -79511 | -79511 | -63430 |
Avg Bars in Trades | 122 | 74 | 170 | 122 | 74 | 170 |
Avg Bars in Winners | 174 | 101 | 240 | 174 | 101 | 240 |
Avg Bars in Losers | 75 | 53 | 100 | 75 | 53 | 100 |
Bars Traded | 8820 | 2682 | 6138 | 8820 | 2682 | 6138 |
Profit Streak | 0 | 0 | 12.1294 | 0 | 0 | 12.1294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117638 | -581273 | 478405 | -277031 | -582940 | -81173 |
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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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