Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265532.5436 | 31153.7632 | 234378.7804 | 211516.293 | -115026.4549 | 326542.7479 |
Total P&L (%) | 265.5325 | 31.1538 | 234.3788 | 211.5163 | -115.0265 | 326.5427 |
Avg Daily Profit (%) | 0.1746 | 0.0205 | 0.1541 | 0.0747 | 0 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98005 | -85841 | -51541 | -316968 | -238439 | -151911 |
Profit Factor | 1.5615 | 1.1169 | 2.1357 | 1.1676 | 0.8412 | 1.607 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 49.4253 | 40.9091 | 58.1395 | 49.4253 | 40.9091 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5978 | 1.6133 | 1.5377 | 1.1947 | 1.2151 | 1.157 |
Largest Winning Trade | 73000 | 57497 | 73000 | 112555 | 110666 | 112555 |
Largest Losing Trade | -34158 | -25764 | -34158 | -91397 | -91397 | -85168 |
Avg Bars in Trades | 102 | 65 | 139 | 102 | 65 | 139 |
Avg Bars in Winners | 135 | 63 | 187 | 135 | 63 | 187 |
Avg Bars in Losers | 69 | 67 | 72 | 69 | 67 | 72 |
Bars Traded | 8878 | 2882 | 5995 | 8878 | 2882 | 5995 |
Profit Streak | 0 | 0 | 18.4735 | 0 | 0 | 18.4735 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367401 | -262815 | 466523 | -129381 | -582588 | -62003 |
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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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