Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265823.9691 | 4084.0761 | 261739.893 | 194188.8935 | -17978.4712 | 212167.3647 |
Total P&L (%) | 265.824 | 4.0841 | 261.7399 | 194.1889 | -17.9785 | 212.1674 |
Avg Daily Profit (%) | 0.1744 | 0.0027 | 0.1717 | 0.0708 | -0.013 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95480 | -106622 | -72389 | -166991 | -126650 | -131598 |
Profit Factor | 1.577 | 1.0171 | 2.1835 | 1.2746 | 0.9516 | 1.6324 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 58.427 | 46.6667 | 70.4545 | 58.427 | 46.6667 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.1221 | 1.1623 | 0.9156 | 0.9069 | 1.0876 | 0.6846 |
Largest Winning Trade | 40869 | 30322 | 40869 | 67424 | 51291 | 67424 |
Largest Losing Trade | -55184 | -55184 | -47455 | -114985 | -114985 | -65502 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 61 | 52 | 67 | 61 | 52 | 67 |
Avg Bars in Losers | 71 | 75 | 62 | 71 | 75 | 62 |
Bars Traded | 5835 | 2918 | 2917 | 5835 | 2918 | 2917 |
Profit Streak | 0 | 0 | 278.6191 | 0 | 0 | 278.6191 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378328 | -558011 | 462920 | -98791 | -580341 | -88774 |
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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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