Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195412.1782 | -9528.4959 | 204940.6741 | 131816.3772 | -95456.5287 | 227272.9059 |
Total P&L (%) | 195.4122 | -9.5285 | 204.9407 | 131.8164 | -95.4565 | 227.2729 |
Avg Daily Profit (%) | 0.1889 | -0.0092 | 0.1981 | 0.0813 | -0.2984 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89548 | -120020 | -33227 | -150172 | -211524 | -53083 |
Profit Factor | 1.4658 | 0.9678 | 2.6606 | 1.2427 | 0.762 | 2.6011 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 57.1429 | 48.9796 | 65.3061 | 57.1429 | 48.9796 | 65.3061 |
Ratio Avg Win / Avg Loss | 1.0994 | 1.0081 | 1.4134 | 0.9321 | 0.7937 | 1.3818 |
Largest Winning Trade | 74672 | 74672 | 32985 | 92054 | 92054 | 38784 |
Largest Losing Trade | -38890 | -38890 | -22554 | -62525 | -62525 | -29989 |
Avg Bars in Trades | 29 | 32 | 25 | 29 | 32 | 25 |
Avg Bars in Winners | 30 | 34 | 28 | 30 | 34 | 28 |
Avg Bars in Losers | 27 | 30 | 21 | 27 | 30 | 21 |
Bars Traded | 2870 | 1608 | 1262 | 2870 | 1608 | 1262 |
Profit Streak | 0 | 0 | 15.2057 | 0 | 0 | 15.2057 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363184 | -579411 | 539971 | -84847 | -581078 | -32603 |
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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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