Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86758.3234 | 10643.8982 | 76114.4252 | 111877.197 | 24107.5246 | 87769.6724 |
Total P&L (%) | 86.7583 | 10.6439 | 76.1144 | 111.8772 | 24.1075 | 87.7697 |
Avg Daily Profit (%) | 0.3331 | 0.0409 | 0.2923 | 0.2887 | 0.083 | 0.2422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33999 | -26354 | -15245 | -30387 | -24391 | -13554 |
Profit Factor | 1.8183 | 1.1494 | 3.1894 | 2.0741 | 1.3575 | 3.3904 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 58.3333 | 46.6667 | 70 | 58.3333 | 46.6667 | 70 |
Ratio Avg Win / Avg Loss | 1.2988 | 1.3136 | 1.3669 | 1.4815 | 1.5514 | 1.453 |
Largest Winning Trade | 12146 | 12146 | 11797 | 17231 | 14075 | 17231 |
Largest Losing Trade | -13212 | -13212 | -10716 | -11821 | -11821 | -8981 |
Avg Bars in Trades | 407 | 460 | 354 | 407 | 460 | 354 |
Avg Bars in Winners | 335 | 386 | 301 | 335 | 386 | 301 |
Avg Bars in Losers | 508 | 524 | 480 | 508 | 524 | 480 |
Bars Traded | 24444 | 13803 | 10641 | 24444 | 13803 | 10641 |
Profit Streak | 0 | 0 | 27.3919 | 0 | 0 | 27.3919 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162717 | -343029 | 560035 | -162603 | -87524 | 558599 |
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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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