Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293975.9827 | 94803.9614 | 199172.0213 | 559869.9243 | -99856.1245 | 659726.0488 |
Total P&L (%) | 293.976 | 94.804 | 199.172 | 559.8699 | -99.8561 | 659.726 |
Avg Daily Profit (%) | 0.2859 | 0.0922 | 0.1937 | 0.1837 | -0.6344 | 0.1974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75061 | -47023 | -48556 | -515719 | -391154 | -363318 |
Profit Factor | 1.968 | 1.6001 | 2.3667 | 1.3486 | 0.8819 | 1.8677 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0184 | 1.9557 | 2.0286 | 1.3832 | 1.0779 | 1.6009 |
Largest Winning Trade | 74686 | 56363 | 74686 | 429798 | 126511 | 429798 |
Largest Losing Trade | -24083 | -17234 | -24083 | -183231 | -161831 | -183231 |
Avg Bars in Trades | 74 | 37 | 111 | 74 | 37 | 111 |
Avg Bars in Winners | 103 | 47 | 152 | 103 | 47 | 152 |
Avg Bars in Losers | 45 | 30 | 63 | 45 | 30 | 63 |
Bars Traded | 5864 | 1519 | 4345 | 5864 | 1519 | 4345 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19429 | -68751 | 453399 | -23244 | -581027 | 434870 |
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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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