Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285742.298 | 52030.8599 | 233711.4381 | 471872.9056 | -115565.4727 | 587438.3783 |
Total P&L (%) | 285.7423 | 52.0309 | 233.7114 | 471.8729 | -115.5655 | 587.4384 |
Avg Daily Profit (%) | 0.222 | 0.0404 | 0.1816 | 0.1356 | 0 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93991 | -99213 | -30796 | -421258 | -444398 | -103543 |
Profit Factor | 1.8552 | 1.2135 | 3.5831 | 1.426 | 0.8648 | 3.3255 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 48.4375 | 34.375 | 62.5 | 48.4375 | 34.375 | 62.5 |
Ratio Avg Win / Avg Loss | 1.9749 | 2.3168 | 2.1499 | 1.518 | 1.6511 | 1.9953 |
Largest Winning Trade | 61092 | 61092 | 40900 | 213137 | 213137 | 128680 |
Largest Losing Trade | -25111 | -25111 | -20190 | -105594 | -105594 | -56181 |
Avg Bars in Trades | 77 | 83 | 70 | 77 | 83 | 70 |
Avg Bars in Winners | 113 | 154 | 90 | 113 | 154 | 90 |
Avg Bars in Losers | 43 | 46 | 37 | 43 | 46 | 37 |
Bars Traded | 4934 | 2670 | 2264 | 4934 | 2670 | 2264 |
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 | -132777 | -145553 | 569064 | -154208 | -584108 | 553940 |
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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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