Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51601.6139 | -14191.0472 | 65792.6611 | 51329.8827 | -25560.616 | 76890.4987 |
Total P&L (%) | 51.6016 | -14.191 | 65.7927 | 51.3299 | -25.5606 | 76.8905 |
Avg Daily Profit (%) | 0.1981 | -0.0545 | 0.2526 | 0.1592 | -0.1133 | 0.2193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43575 | -25766 | -30231 | -70311 | -37853 | -47745 |
Profit Factor | 1.2926 | 0.8187 | 1.671 | 1.1945 | 0.7779 | 1.5164 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 55.4404 | 50.5155 | 60.4167 | 55.4404 | 50.5155 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.039 | 0.802 | 1.0948 | 0.96 | 0.762 | 0.9935 |
Largest Winning Trade | 12082 | 8224 | 12082 | 17604 | 10295 | 17604 |
Largest Losing Trade | -12266 | -10835 | -12266 | -20476 | -15227 | -20476 |
Avg Bars in Trades | 123 | 27 | 221 | 123 | 27 | 221 |
Avg Bars in Winners | 110 | 24 | 182 | 110 | 24 | 182 |
Avg Bars in Losers | 140 | 30 | 281 | 140 | 30 | 281 |
Bars Traded | 23918 | 2661 | 21257 | 23918 | 2661 | 21257 |
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 | 242565 | -582124 | 342053 | -1935 | -582124 | 258562 |
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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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