Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59582.9763 | 81948.7012 | -22365.7249 | 25408.8163 | 95411.673 | -70002.8568 |
Total P&L (%) | 59.583 | 81.9487 | -22.3657 | 25.4088 | 95.4117 | -70.0029 |
Avg Daily Profit (%) | 0.2288 | 0.3147 | -0.0859 | 0.087 | 0.2576 | -0.4613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57400 | -19484 | -61658 | -108510 | -35079 | -110008 |
Profit Factor | 1.2476 | 1.8469 | 0.8445 | 1.0645 | 1.6199 | 0.708 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 41.573 | 48.8889 | 34.0909 | 41.573 | 48.8889 | 34.0909 |
Ratio Avg Win / Avg Loss | 1.7534 | 1.9309 | 1.6328 | 1.4961 | 1.6935 | 1.3688 |
Largest Winning Trade | 52844 | 52844 | 37609 | 75626 | 75626 | 46509 |
Largest Losing Trade | -13035 | -10240 | -13035 | -26458 | -18172 | -26458 |
Avg Bars in Trades | 271 | 188 | 356 | 271 | 188 | 356 |
Avg Bars in Winners | 389 | 220 | 637 | 389 | 220 | 637 |
Avg Bars in Losers | 187 | 158 | 211 | 187 | 158 | 211 |
Bars Traded | 24178 | 8488 | 15689 | 24178 | 8488 | 15689 |
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 | 130049 | 372398 | -585524 | -234318 | 339060 | -586635 |
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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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