Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526553.3408 | 582359.8405 | -55806.4997 | 73309.3385 | 163812.5326 | -90503.1942 |
Total P&L (%) | 526.5533 | 582.3598 | -55.8065 | 73.3093 | 163.8125 | -90.5032 |
Avg Daily Profit (%) | 0.2275 | 0.2516 | -0.0241 | 0.0238 | 0.0419 | -0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116766 | -72330 | -179682 | -178588 | -121339 | -166027 |
Profit Factor | 1.7306 | 3.0695 | 0.873 | 1.0825 | 1.409 | 0.8144 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 49.4118 | 51.1628 | 47.619 | 49.4118 | 51.1628 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7718 | 2.93 | 0.9603 | 1.1083 | 1.345 | 0.8959 |
Largest Winning Trade | 182326 | 182326 | 91790 | 113749 | 76759 | 113749 |
Largest Losing Trade | -65213 | -41409 | -65213 | -84356 | -76760 | -84356 |
Avg Bars in Trades | 73 | 47 | 100 | 73 | 47 | 100 |
Avg Bars in Winners | 100 | 51 | 154 | 100 | 51 | 154 |
Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
Bars Traded | 6263 | 2037 | 4227 | 6263 | 2037 | 4227 |
Profit Streak | 0 | 0 | 141.2882 | 0 | 0 | 141.2882 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415842 | 523593 | -580309 | -290870 | -135971 | -580309 |
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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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