Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197075.7695 | 124418.0265 | 72657.743 | 257917.4624 | 205940.78 | 51976.6823 |
Total P&L (%) | 197.0758 | 124.418 | 72.6577 | 257.9175 | 205.9408 | 51.9767 |
Avg Daily Profit (%) | 2.2702 | 1.4332 | 0.837 | 1.4797 | 1.2965 | 0.4833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20114 | -9351 | -17457 | -22375 | -9499 | -19103 |
Profit Factor | 3.0306 | 7.9442 | 1.9181 | 3.2536 | 11.9833 | 1.5431 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 63 | 40 | 23 | 63 | 40 | 23 |
Profitability (%) | 44.2478 | 29.8246 | 58.9286 | 44.2478 | 29.8246 | 58.9286 |
Ratio Avg Win / Avg Loss | 3.8185 | 18.6922 | 1.3369 | 4.0995 | 28.1961 | 1.0755 |
Largest Winning Trade | 132035 | 132035 | 70433 | 214140 | 214140 | 67024 |
Largest Losing Trade | -11676 | -1551 | -11676 | -17907 | -1542 | -17907 |
Avg Bars in Trades | 216 | 4 | 432 | 216 | 4 | 432 |
Avg Bars in Winners | 193 | 6 | 289 | 193 | 6 | 289 |
Avg Bars in Losers | 235 | 3 | 636 | 235 | 3 | 636 |
Bars Traded | 24459 | 263 | 24196 | 24459 | 263 | 24196 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573522 | -168447 | -165532 | 564311 | -168566 | -170433 |
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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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