Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87015.2179 | 48470.8645 | 38544.3534 | -42856.0277 | 76724.1106 | -119580.1383 |
Total P&L (%) | 87.0152 | 48.4709 | 38.5444 | -42.856 | 76.7241 | -119.5801 |
Avg Daily Profit (%) | 0.3341 | 0.1861 | 0.148 | -0.2147 | 0.2189 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87678 | -29478 | -99714 | -239009 | -31913 | -267424 |
Profit Factor | 1.3237 | 1.5227 | 1.2188 | 0.918 | 1.6173 | 0.6997 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 70.1754 | 64.9123 | 75.4386 | 70.1754 | 64.9123 | 75.4386 |
Ratio Avg Win / Avg Loss | 0.5626 | 0.8231 | 0.3968 | 0.3901 | 0.8742 | 0.2278 |
Largest Winning Trade | 18321 | 12422 | 18321 | 32106 | 25757 | 32106 |
Largest Losing Trade | -87169 | -26765 | -87169 | -234949 | -28943 | -234949 |
Avg Bars in Trades | 212 | 166 | 259 | 212 | 166 | 259 |
Avg Bars in Winners | 128 | 101 | 152 | 128 | 101 | 152 |
Avg Bars in Losers | 410 | 287 | 587 | 410 | 287 | 587 |
Bars Traded | 24275 | 9488 | 14787 | 24275 | 9488 | 14787 |
Profit Streak | 0 | 0 | 17.9672 | 0 | 0 | 17.9672 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328669 | -173706 | -176979 | -578977 | -171451 | -757864 |
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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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