Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86990.8254 | 80987.5025 | 6003.323 | 18520.9413 | 21562.662 | -3041.7207 |
Total P&L (%) | 86.9908 | 80.9875 | 6.0033 | 18.5209 | 21.5627 | -3.0417 |
Avg Daily Profit (%) | 0.2179 | 0.2028 | 0.015 | 0.0426 | 0.0489 | -0.0077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66831 | -53041 | -35149 | -96078 | -67952 | -40781 |
Profit Factor | 1.4115 | 1.7222 | 1.0605 | 1.0756 | 1.1661 | 0.9736 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.4115 | 1.837 | 0.9942 | 1.0756 | 1.2439 | 0.9127 |
Largest Winning Trade | 131202 | 131202 | 30383 | 88841 | 88841 | 29869 |
Largest Losing Trade | -26198 | -15367 | -26198 | -40453 | -26547 | -40453 |
Avg Bars in Trades | 296 | 265 | 327 | 296 | 265 | 327 |
Avg Bars in Winners | 353 | 298 | 404 | 353 | 298 | 404 |
Avg Bars in Losers | 240 | 234 | 245 | 240 | 234 | 245 |
Bars Traded | 18398 | 8231 | 10167 | 18398 | 8231 | 10167 |
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 | -150915 | 334349 | -494971 | -440752 | -172863 | -581563 |
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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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