Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291272.289 | 207794.7841 | 83477.505 | 71037.7773 | 97161.1399 | -26123.3626 |
Total P&L (%) | 291.2723 | 207.7948 | 83.4775 | 71.0378 | 97.1611 | -26.1234 |
Avg Daily Profit (%) | 0.2145 | 0.1531 | 0.0615 | 0.0395 | 0.05 | -0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92169 | -59648 | -122264 | -228407 | -127046 | -272134 |
Profit Factor | 1.5842 | 1.962 | 1.2954 | 1.0625 | 1.2016 | 0.9601 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 55.0725 | 50 | 60 | 55.0725 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.2924 | 1.962 | 0.8636 | 0.8668 | 1.2016 | 0.6401 |
Largest Winning Trade | 110203 | 110203 | 57090 | 105016 | 105016 | 69104 |
Largest Losing Trade | -64356 | -31783 | -64356 | -138405 | -85695 | -138405 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Losers | 55 | 63 | 46 | 55 | 63 | 46 |
Bars Traded | 3759 | 2050 | 1709 | 3759 | 2050 | 1709 |
Profit Streak | 0 | 126.9022 | 0 | 0 | 126.9022 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95776 | 427986 | -111149 | -398861 | -125696 | -579491 |
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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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