Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233126.3728 | 14438.3193 | 218688.0535 | 330549.0319 | -12024.7568 | 342573.7887 |
Total P&L (%) | 233.1264 | 14.4383 | 218.6881 | 330.549 | -12.0248 | 342.5738 |
Avg Daily Profit (%) | 0.2246 | 0.0139 | 0.2107 | 0.1408 | -0.0123 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56352 | -80937 | -28608 | -120592 | -214277 | -51244 |
Profit Factor | 1.6149 | 1.0612 | 2.5266 | 1.4452 | 0.9754 | 2.3477 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 48.7179 | 41.0256 | 56.4103 | 48.7179 | 41.0256 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.6998 | 1.5255 | 1.9524 | 1.5213 | 1.4021 | 1.8141 |
Largest Winning Trade | 38618 | 30712 | 38618 | 74663 | 69026 | 74663 |
Largest Losing Trade | -28608 | -23694 | -28608 | -75682 | -75682 | -51244 |
Avg Bars in Trades | 49 | 36 | 63 | 49 | 36 | 63 |
Avg Bars in Winners | 67 | 40 | 86 | 67 | 40 | 86 |
Avg Bars in Losers | 33 | 32 | 33 | 33 | 32 | 33 |
Bars Traded | 3873 | 1404 | 2469 | 3873 | 1404 | 2469 |
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 | -28387 | -357514 | 481712 | -42297 | -582580 | 135520 |
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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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