Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91426.7202 | 66381.3479 | 25045.3724 | -24210.7793 | 78647.5988 | -102858.3782 |
Total P&L (%) | 91.4267 | 66.3813 | 25.0454 | -24.2108 | 78.6476 | -102.8584 |
Avg Daily Profit (%) | 0.3511 | 0.2549 | 0.0962 | -0.1064 | 0.2231 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83931 | -16564 | -85014 | -237492 | -41762 | -238011 |
Profit Factor | 1.3904 | 1.712 | 1.1777 | 0.9462 | 1.612 | 0.6797 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 70.4348 | 70.1754 | 70.6897 | 70.4348 | 70.1754 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.5836 | 0.7276 | 0.4883 | 0.3972 | 0.6851 | 0.2818 |
Largest Winning Trade | 17763 | 13943 | 17763 | 22571 | 22571 | 18600 |
Largest Losing Trade | -83931 | -31217 | -83931 | -237492 | -32297 | -237492 |
Avg Bars in Trades | 209 | 216 | 202 | 209 | 216 | 202 |
Avg Bars in Winners | 125 | 126 | 124 | 125 | 126 | 124 |
Avg Bars in Losers | 408 | 427 | 389 | 408 | 427 | 389 |
Bars Traded | 24049 | 12331 | 11718 | 24049 | 12331 | 11718 |
Profit Streak | 0 | 13.7628 | 0 | 0 | 13.7628 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349876 | -169920 | -273607 | -578941 | -170144 | -759546 |
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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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