Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50461.9449 | -4841.0451 | 55302.99 | 49885.7746 | -4526.0823 | 54411.8569 |
Total P&L (%) | 50.4619 | -4.841 | 55.303 | 49.8858 | -4.5261 | 54.4119 |
Avg Daily Profit (%) | 0.3571 | -0.0343 | 0.3914 | 0.2868 | -0.0328 | 0.3079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30765 | -11813 | -28565 | -50210 | -14847 | -46539 |
Profit Factor | 1.3663 | 0.9064 | 1.6426 | 1.2813 | 0.9297 | 1.4816 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 104 | 57 | 47 | 104 | 57 | 47 |
Profitability (%) | 42.5414 | 37.3626 | 47.7778 | 42.5414 | 37.3626 | 47.7778 |
Ratio Avg Win / Avg Loss | 1.8454 | 1.5195 | 1.7954 | 1.7306 | 1.5586 | 1.6194 |
Largest Winning Trade | 13641 | 4235 | 13641 | 19767 | 6975 | 19767 |
Largest Losing Trade | -22379 | -2980 | -22379 | -36037 | -3315 | -36037 |
Avg Bars in Trades | 36 | 8 | 64 | 36 | 8 | 64 |
Avg Bars in Winners | 53 | 12 | 86 | 53 | 12 | 86 |
Avg Bars in Losers | 23 | 6 | 43 | 23 | 6 | 43 |
Bars Traded | 6543 | 776 | 5767 | 6543 | 776 | 5767 |
Profit Streak | 0 | 0 | 397.5359 | 0 | 0 | 397.5359 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 199258 | -584166 | 353307 | 157455 | -584443 | 296490 |
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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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