Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59836.0237 | 191417.8844 | -131581.8607 | -88736.0665 | 7707.141 | -96443.2075 |
Total P&L (%) | 59.836 | 191.4179 | -131.5819 | -88.7361 | 7.7071 | -96.4432 |
Avg Daily Profit (%) | 0.0485 | 0.1551 | -0.1066 | -0.1767 | 0.006 | -0.2699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102683 | -38956 | -102683 | -50779 | -12224 | -46035 |
Profit Factor | 1.0886 | 2.1246 | 0.7396 | 0.7124 | 1.1378 | 0.6183 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 23 | 27 | 46 | 21 | 25 |
Losing Trades | 26 | 15 | 11 | 30 | 17 | 13 |
Profitability (%) | 65.7895 | 60.5263 | 71.0526 | 60.5263 | 55.2632 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.5661 | 1.3856 | 0.3013 | 0.4646 | 0.9211 | 0.3215 |
Largest Winning Trade | 47107 | 47107 | 40060 | 125279 | 33766 | 125279 |
Largest Losing Trade | -171226 | -27891 | -171226 | -171226 | -26285 | -171226 |
Avg Bars in Trades | 93 | 86 | 99 | 93 | 86 | 99 |
Avg Bars in Winners | 83 | 70 | 93 | 75 | 68 | 82 |
Avg Bars in Losers | 112 | 110 | 114 | 119 | 108 | 133 |
Bars Traded | 7068 | 3282 | 3786 | 7068 | 3282 | 3786 |
Profit Streak | 0 | 0 | 62.2264 | 0 | 0 | 62.2264 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -305054 | 415592 | -577476 | -632913 | -420433 | -578158 |
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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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