Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293568.7249 | 72281.674 | 221287.0509 | 491207.1407 | -138756.5127 | 629963.6534 |
Total P&L (%) | 293.5687 | 72.2817 | 221.2871 | 491.2071 | -138.7565 | 629.9637 |
Avg Daily Profit (%) | 0.2264 | 0.0557 | 0.1707 | 0.1371 | 0 | 0.1534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69403 | -52619 | -43361 | -686225 | -475136 | -487153 |
Profit Factor | 1.7508 | 1.3501 | 2.1989 | 1.2096 | 0.8864 | 1.5616 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 38.6364 | 29.5455 | 47.7273 | 38.6364 | 29.5455 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.7806 | 3.2195 | 2.4083 | 1.9212 | 2.1137 | 1.7103 |
Largest Winning Trade | 70225 | 53623 | 70225 | 277151 | 274241 | 277151 |
Largest Losing Trade | -26720 | -18272 | -26720 | -341331 | -177025 | -341331 |
Avg Bars in Trades | 43 | 35 | 50 | 43 | 35 | 50 |
Avg Bars in Winners | 79 | 72 | 83 | 79 | 72 | 83 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3798 | 1576 | 2222 | 3798 | 1576 | 2222 |
Profit Streak | 0 | 0 | 41.1022 | 0 | 0 | 41.1022 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251342 | -126702 | 406017 | -13498 | -587722 | 365655 |
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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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