Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358613.2755 | 320110.9815 | 38502.294 | 44644.3905 | 60235.4956 | -15591.1051 |
Total P&L (%) | 358.6133 | 320.111 | 38.5023 | 44.6444 | 60.2355 | -15.5911 |
Avg Daily Profit (%) | 0.1926 | 0.1719 | 0.0207 | 0.0198 | 0.0253 | -0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163180 | -173948 | -71295 | -383078 | -330748 | -214109 |
Profit Factor | 1.548 | 1.9646 | 1.1194 | 1.0436 | 1.1145 | 0.9687 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 50 | 53.8462 | 51.8987 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4347 | 1.9646 | 0.9595 | 0.9672 | 1.1145 | 0.8304 |
Largest Winning Trade | 141587 | 141587 | 62391 | 150976 | 150976 | 112520 |
Largest Losing Trade | -46982 | -37252 | -46982 | -141064 | -82178 | -141064 |
Avg Bars in Trades | 89 | 79 | 100 | 89 | 79 | 100 |
Avg Bars in Winners | 106 | 80 | 131 | 106 | 80 | 131 |
Avg Bars in Losers | 71 | 78 | 64 | 71 | 78 | 64 |
Bars Traded | 7068 | 3163 | 3905 | 7068 | 3163 | 3905 |
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 | -21874 | 401082 | -257966 | -373485 | -254208 | -580258 |
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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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