Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47283.5096 | -5309.7148 | 52593.2244 | 39190.0629 | -12564.8387 | 51754.9016 |
Total P&L (%) | 47.2835 | -5.3097 | 52.5932 | 39.1901 | -12.5648 | 51.7549 |
Avg Daily Profit (%) | 0.1816 | -0.0204 | 0.202 | 0.1271 | -0.0515 | 0.1603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47500 | -30725 | -25286 | -60359 | -40042 | -29506 |
Profit Factor | 1.2857 | 0.9505 | 1.9025 | 1.1985 | 0.9017 | 1.7432 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 59.0361 | 47.619 | 70.7317 | 59.0361 | 47.619 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.8921 | 1.0455 | 0.7872 | 0.8316 | 0.9919 | 0.7213 |
Largest Winning Trade | 13222 | 13222 | 10758 | 16748 | 16748 | 12303 |
Largest Losing Trade | -15107 | -13592 | -15107 | -18925 | -15586 | -18925 |
Avg Bars in Trades | 288 | 299 | 276 | 288 | 299 | 276 |
Avg Bars in Winners | 243 | 261 | 231 | 243 | 261 | 231 |
Avg Bars in Losers | 352 | 334 | 385 | 352 | 334 | 385 |
Bars Traded | 23916 | 12571 | 11345 | 23916 | 12571 | 11345 |
Profit Streak | 0 | 0 | 33.812 | 0 | 0 | 33.812 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 107796 | -581389 | 363086 | -30788 | -583056 | 337192 |
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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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