Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127411.0756 | 33551.1067 | 93859.9689 | 67089.0064 | -68593.5323 | 135682.5387 |
Total P&L (%) | 127.4111 | 33.5511 | 93.86 | 67.089 | -68.5935 | 135.6825 |
Avg Daily Profit (%) | 0.2446 | 0.0644 | 0.1802 | 0.0986 | -0.2221 | 0.1647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58721 | -65340 | -37796 | -147520 | -165020 | -55254 |
Profit Factor | 1.4748 | 1.2171 | 1.8251 | 1.1619 | 0.7505 | 1.974 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.1939 | 0.9853 | 1.4774 | 0.9406 | 0.6076 | 1.598 |
Largest Winning Trade | 32326 | 32326 | 29621 | 46128 | 40008 | 46128 |
Largest Losing Trade | -58721 | -58721 | -23645 | -147520 | -147520 | -28790 |
Avg Bars in Trades | 321 | 354 | 288 | 321 | 354 | 288 |
Avg Bars in Winners | 262 | 241 | 283 | 262 | 241 | 283 |
Avg Bars in Losers | 393 | 493 | 293 | 393 | 493 | 293 |
Bars Traded | 24417 | 13469 | 10948 | 24417 | 13469 | 10948 |
Profit Streak | 10.3969 | 0 | 11.6677 | 10.3969 | 0 | 11.6677 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43577 | -111672 | 380122 | -158297 | -580651 | 425712 |
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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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