Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362843.9933 | 301888.9742 | 60955.0191 | 255319.5203 | 319704.9064 | -64385.3861 |
Total P&L (%) | 362.844 | 301.889 | 60.955 | 255.3195 | 319.7049 | -64.3854 |
Avg Daily Profit (%) | 0.1944 | 0.1617 | 0.0327 | 0.0679 | 0.0769 | -0.0553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117987 | -119874 | -97314 | -202546 | -167584 | -144774 |
Profit Factor | 1.7142 | 2.0319 | 1.2829 | 1.3267 | 1.7041 | 0.8033 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Profitability (%) | 54.9296 | 63.8889 | 45.7143 | 54.9296 | 63.8889 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.4066 | 1.1485 | 1.5234 | 1.0886 | 0.9632 | 0.954 |
Largest Winning Trade | 100871 | 100871 | 44612 | 139246 | 139246 | 87890 |
Largest Losing Trade | -60236 | -39789 | -60236 | -111859 | -111859 | -89422 |
Avg Bars in Trades | 98 | 81 | 115 | 98 | 81 | 115 |
Avg Bars in Winners | 119 | 84 | 168 | 119 | 84 | 168 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 6981 | 2940 | 4041 | 6981 | 2940 | 4041 |
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 | -80650 | 426345 | -150457 | -192333 | -88065 | -582454 |
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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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