Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245564.1346 | 12109.1947 | 233454.9399 | 184611.132 | -69899.3229 | 254510.4548 |
Total P&L (%) | 245.5641 | 12.1092 | 233.4549 | 184.6111 | -69.8993 | 254.5105 |
Avg Daily Profit (%) | 0.1605 | 0.0079 | 0.1526 | 0.0684 | -0.0784 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92091 | -81272 | -47283 | -285954 | -235315 | -131929 |
Profit Factor | 1.6267 | 1.0479 | 2.6782 | 1.2199 | 0.8633 | 1.7754 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 37 | 24 | 13 | 37 | 24 | 13 |
Profitability (%) | 44.7761 | 29.4118 | 60.6061 | 44.7761 | 29.4118 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.0063 | 2.515 | 1.7408 | 1.5045 | 2.0719 | 1.154 |
Largest Winning Trade | 83228 | 83228 | 71858 | 144103 | 144103 | 115800 |
Largest Losing Trade | -29206 | -29206 | -25866 | -80923 | -80923 | -72256 |
Avg Bars in Trades | 132 | 97 | 168 | 132 | 97 | 168 |
Avg Bars in Winners | 204 | 165 | 224 | 204 | 165 | 224 |
Avg Bars in Losers | 74 | 69 | 83 | 74 | 69 | 83 |
Bars Traded | 8889 | 3320 | 5569 | 8889 | 3320 | 5569 |
Profit Streak | 0 | 0 | 53.7 | 0 | 0 | 53.7 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112946 | -459506 | 512542 | -224247 | -588387 | -78327 |
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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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