Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69534.8244 | -95078.5985 | 164613.4229 | -18809.6341 | -144343.6981 | 125534.064 |
Total P&L (%) | 69.5348 | -95.0786 | 164.6134 | -18.8096 | -144.3437 | 125.5341 |
Avg Daily Profit (%) | 0.067 | -0.0916 | 0.1586 | -0.0201 | 0 | 0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80982 | -93850 | -57681 | -112581 | -125889 | -72052 |
Profit Factor | 1.1463 | 0.6595 | 1.84 | 0.9644 | 0.53 | 1.5666 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 46.7391 | 39.1304 | 54.3478 | 46.7391 | 39.1304 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.3063 | 1.0259 | 1.5456 | 1.099 | 0.8245 | 1.3159 |
Largest Winning Trade | 36061 | 36061 | 36037 | 36324 | 26747 | 36324 |
Largest Losing Trade | -27255 | -27255 | -24095 | -32361 | -32361 | -29158 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 65 | 56 | 72 | 65 | 56 | 72 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 5780 | 2588 | 3192 | 5780 | 2588 | 3192 |
Profit Streak | 0 | 0 | 23.1109 | 0 | 0 | 23.1109 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164111 | -583264 | 429916 | -580134 | -584931 | -85399 |
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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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