Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247804.487 | -11661.3815 | 259465.8685 | 235144.1531 | -211466.2859 | 446610.439 |
Total P&L (%) | 247.8045 | -11.6614 | 259.4659 | 235.1442 | -211.4663 | 446.6104 |
Avg Daily Profit (%) | 0.1619 | -0.0076 | 0.1695 | 0.079 | 0 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84405 | -103578 | -74218 | -255792 | -287184 | -116053 |
Profit Factor | 1.4995 | 0.9578 | 2.1793 | 1.2183 | 0.6705 | 2.0254 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 52.6786 | 44.6429 | 60.7143 | 52.6786 | 44.6429 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.347 | 1.1876 | 1.4101 | 1.0944 | 0.8314 | 1.3105 |
Largest Winning Trade | 61578 | 29007 | 61578 | 142553 | 44194 | 142553 |
Largest Losing Trade | -37581 | -37581 | -34127 | -116585 | -116585 | -54188 |
Avg Bars in Trades | 26 | 14 | 37 | 26 | 14 | 37 |
Avg Bars in Winners | 33 | 19 | 44 | 33 | 19 | 44 |
Avg Bars in Losers | 17 | 11 | 26 | 17 | 11 | 26 |
Bars Traded | 2941 | 831 | 2110 | 2941 | 831 | 2110 |
Profit Streak | 0 | 0 | 15.2666 | 0 | 0 | 15.2666 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342740 | -760972 | -167687 | -86932 | -762638 | -220142 |
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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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