Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230214.4504 | 11485.7717 | 218728.6787 | 136311.2256 | -82452.6297 | 218763.8553 |
Total P&L (%) | 230.2145 | 11.4858 | 218.7287 | 136.3112 | -82.4526 | 218.7639 |
Avg Daily Profit (%) | 0.223 | 0.0111 | 0.2119 | 0.0833 | -0.1684 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112805 | -66924 | -82418 | -311280 | -222021 | -222901 |
Profit Factor | 1.6144 | 1.0474 | 2.6523 | 1.1366 | 0.8625 | 1.5491 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 58.209 | 47.0588 | 69.697 | 58.209 | 47.0588 | 69.697 |
Ratio Avg Win / Avg Loss | 1.159 | 1.1783 | 1.1532 | 0.816 | 0.9703 | 0.6735 |
Largest Winning Trade | 39363 | 36745 | 39363 | 106257 | 90334 | 106257 |
Largest Losing Trade | -71247 | -30595 | -71247 | -186159 | -110916 | -186159 |
Avg Bars in Trades | 57 | 49 | 64 | 57 | 49 | 64 |
Avg Bars in Winners | 55 | 44 | 63 | 55 | 44 | 63 |
Avg Bars in Losers | 58 | 54 | 65 | 58 | 54 | 65 |
Bars Traded | 3819 | 1695 | 2124 | 3819 | 1695 | 2124 |
Profit Streak | 0 | 0 | 56.0368 | 0 | 0 | 56.0368 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110172 | -467075 | 546506 | -273571 | -581939 | -39531 |
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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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