Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38252.2992 | 34064.8771 | 4187.4221 | -79571.432 | 97427.6718 | -176999.1038 |
Total P&L (%) | 38.2523 | 34.0649 | 4.1874 | -79.5714 | 97.4277 | -176.9991 |
Avg Daily Profit (%) | 0.1469 | 0.1308 | 0.0161 | -0.608 | 0.2615 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96943 | -26775 | -96345 | -282889 | -31905 | -282283 |
Profit Factor | 1.1424 | 1.3672 | 1.0238 | 0.8543 | 1.9424 | 0.6003 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 69.7674 | 67.4419 | 72.093 | 69.7674 | 67.4419 | 72.093 |
Ratio Avg Win / Avg Loss | 0.495 | 0.66 | 0.3963 | 0.3702 | 0.9377 | 0.2324 |
Largest Winning Trade | 21346 | 14442 | 21346 | 27267 | 22668 | 27267 |
Largest Losing Trade | -92806 | -26775 | -92806 | -281498 | -31905 | -281498 |
Avg Bars in Trades | 274 | 281 | 267 | 274 | 281 | 267 |
Avg Bars in Winners | 172 | 200 | 145 | 172 | 200 | 145 |
Avg Bars in Losers | 510 | 450 | 580 | 510 | 450 | 580 |
Bars Traded | 23604 | 12114 | 11490 | 23604 | 12114 | 11490 |
Profit Streak | 0 | 0 | 22.3414 | 0 | 0 | 22.3414 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63237 | -21402 | -531084 | -579103 | 359086 | -578710 |
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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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