Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260296.6028 | 22836.2472 | 237460.3556 | 268401.152 | -46062.1096 | 314463.2616 |
Total P&L (%) | 260.2966 | 22.8362 | 237.4604 | 268.4012 | -46.0621 | 314.4633 |
Avg Daily Profit (%) | 0.1706 | 0.015 | 0.1556 | 0.0855 | -0.0405 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100992 | -56259 | -51484 | -270806 | -156561 | -124771 |
Profit Factor | 1.6054 | 1.0862 | 2.4394 | 1.3176 | 0.9119 | 1.9751 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 45.9459 | 35.1351 | 56.7568 | 45.9459 | 35.1351 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.8887 | 2.0052 | 1.8586 | 1.5501 | 1.6834 | 1.5049 |
Largest Winning Trade | 74006 | 54696 | 74006 | 95921 | 85789 | 95921 |
Largest Losing Trade | -26129 | -26129 | -24698 | -74273 | -74273 | -60653 |
Avg Bars in Trades | 79 | 61 | 97 | 79 | 61 | 97 |
Avg Bars in Winners | 113 | 85 | 131 | 113 | 85 | 131 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 5885 | 2272 | 3613 | 5885 | 2272 | 3613 |
Profit Streak | 0 | 0 | 47.9014 | 0 | 0 | 47.9014 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59945 | -308246 | 479959 | -147853 | -583775 | -63303 |
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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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