Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37423.4546 | -19721.1508 | 57144.6053 | 7730.7637 | -50380.1683 | 58110.9319 |
Total P&L (%) | 37.4235 | -19.7212 | 57.1446 | 7.7308 | -50.3802 | 58.1109 |
Avg Daily Profit (%) | 0.1437 | -0.0757 | 0.2194 | 0.0286 | -0.2687 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97082 | -44168 | -61052 | -245597 | -99641 | -164281 |
Profit Factor | 1.1732 | 0.7564 | 1.4229 | 1.0157 | 0.712 | 1.1831 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 37 | 26 | 11 | 37 | 26 | 11 |
Profitability (%) | 61.8557 | 46.9388 | 77.0833 | 61.8557 | 46.9388 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.7235 | 0.8551 | 0.423 | 0.6264 | 0.8049 | 0.3517 |
Largest Winning Trade | 13469 | 7062 | 13469 | 30919 | 19585 | 30919 |
Largest Losing Trade | -33187 | -10717 | -33187 | -84078 | -32776 | -84078 |
Avg Bars in Trades | 248 | 75 | 424 | 248 | 75 | 424 |
Avg Bars in Winners | 176 | 43 | 259 | 176 | 43 | 259 |
Avg Bars in Losers | 364 | 103 | 982 | 364 | 103 | 982 |
Bars Traded | 24078 | 3685 | 20393 | 24078 | 3685 | 20393 |
Profit Streak | 0 | 0 | 8.1008 | 0 | 0 | 8.1008 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34950 | -583267 | 323143 | -524972 | -583267 | -11251 |
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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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