Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210523.2058 | 42751.1264 | 167772.0794 | 166171.2111 | -152520.849 | 318692.0601 |
Total P&L (%) | 210.5232 | 42.7511 | 167.7721 | 166.1712 | -152.5208 | 318.6921 |
Avg Daily Profit (%) | 0.2037 | 0.0414 | 0.1623 | 0.0948 | 0 | 0.1386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93683 | -82751 | -45615 | -363101 | -292407 | -197281 |
Profit Factor | 1.5657 | 1.1946 | 2.1007 | 1.1537 | 0.755 | 1.6949 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 35.4839 | 53.3333 | 44.2623 | 35.4839 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.9716 | 2.1719 | 1.8381 | 1.4528 | 1.3727 | 1.483 |
Largest Winning Trade | 98550 | 98550 | 43033 | 119770 | 98550 | 119770 |
Largest Losing Trade | -26302 | -22758 | -26302 | -147879 | -78065 | -147879 |
Avg Bars in Trades | 194 | 143 | 247 | 194 | 143 | 247 |
Avg Bars in Winners | 285 | 228 | 324 | 285 | 228 | 324 |
Avg Bars in Losers | 122 | 96 | 159 | 122 | 96 | 159 |
Bars Traded | 11862 | 4436 | 7426 | 11862 | 4436 | 7426 |
Profit Streak | 0 | 0 | 11.0049 | 0 | 0 | 11.0049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157759 | -150711 | 443499 | -286131 | -584796 | -4826 |
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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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