Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94349.9818 | 58270.7834 | 36079.1984 | 343.9728 | -35550.2898 | 35894.2626 |
Total P&L (%) | 94.35 | 58.2708 | 36.0792 | 0.344 | -35.5503 | 35.8943 |
Avg Daily Profit (%) | 0.1812 | 0.1119 | 0.0693 | 0.0007 | -0.0843 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92101 | -98924 | -13014 | -139293 | -140023 | -11658 |
Profit Factor | 1.3427 | 1.2567 | 1.746 | 1.001 | 0.8769 | 1.747 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 55.2941 | 54.7619 | 55.814 | 55.2941 | 54.7619 | 55.814 |
Ratio Avg Win / Avg Loss | 1.0856 | 1.0382 | 1.3823 | 0.8093 | 0.7244 | 1.3831 |
Largest Winning Trade | 82216 | 82216 | 16144 | 49184 | 49184 | 14011 |
Largest Losing Trade | -59297 | -59297 | -9425 | -71496 | -71496 | -5812 |
Avg Bars in Trades | 269 | 529 | 15 | 269 | 529 | 15 |
Avg Bars in Winners | 139 | 265 | 18 | 139 | 265 | 18 |
Avg Bars in Losers | 429 | 848 | 10 | 429 | 848 | 10 |
Bars Traded | 22879 | 22223 | 656 | 22879 | 22223 | 656 |
Profit Streak | 35.656 | 0 | 139.1976 | 35.656 | 0 | 139.1976 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312917 | -44502 | -98790 | -577888 | -580686 | -112628 |
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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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