Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 32368.5861 | -13164.4202 | 45533.0063 | 21414.6117 | -42072.7977 | 63487.4094 |
Total P&L (%) | 32.3686 | -13.1644 | 45.533 | 21.4146 | -42.0728 | 63.4874 |
Avg Daily Profit (%) | 0.3729 | -0.1516 | 0.5245 | 0.2238 | -0.627 | 0.5679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54882 | -54641 | -15328 | -104658 | -103764 | -31966 |
Profit Factor | 1.1544 | 0.9064 | 1.6597 | 1.0541 | 0.841 | 1.4844 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 60.3687 | 59.633 | 61.1111 | 60.3687 | 59.633 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.7578 | 0.6136 | 1.0561 | 0.692 | 0.5693 | 0.9446 |
Largest Winning Trade | 6530 | 6530 | 5231 | 13174 | 13174 | 8058 |
Largest Losing Trade | -28240 | -28240 | -5256 | -50245 | -50245 | -10567 |
Avg Bars in Trades | 113 | 114 | 113 | 113 | 114 | 113 |
Avg Bars in Winners | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Losers | 171 | 175 | 166 | 171 | 175 | 166 |
Bars Traded | 24694 | 12438 | 12256 | 24694 | 12438 | 12256 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45664 | -581740 | 357249 | -160257 | -581740 | 327667 |
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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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