Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304109.452 | 249452.294 | 54657.158 | 170713.9113 | 157099.1518 | 13614.7595 |
Total P&L (%) | 304.1095 | 249.4523 | 54.6572 | 170.7139 | 157.0992 | 13.6148 |
Avg Daily Profit (%) | 0.223 | 0.1829 | 0.0401 | 0.073 | 0.0693 | 0.0094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113416 | -95316 | -88211 | -127779 | -137004 | -151356 |
Profit Factor | 1.7022 | 2.1377 | 1.2556 | 1.2743 | 1.5264 | 1.042 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 51.9481 | 51.2821 | 52.6316 | 51.9481 | 51.2821 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5746 | 2.0308 | 1.1301 | 1.1787 | 1.4501 | 0.9378 |
Largest Winning Trade | 156256 | 156256 | 33232 | 112557 | 112557 | 51713 |
Largest Losing Trade | -53064 | -33897 | -53064 | -111969 | -99069 | -111969 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Losers | 24 | 29 | 18 | 24 | 29 | 18 |
Bars Traded | 2453 | 1378 | 1075 | 2453 | 1378 | 1075 |
Profit Streak | 19.1679 | 128.1679 | 0 | 19.1679 | 128.1679 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34423 | 470836 | -139956 | -140960 | -97461 | -408985 |
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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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