Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90844.937 | 34091.0377 | 56753.8992 | 101864.7756 | 54528.427 | 47336.3486 |
Total P&L (%) | 90.8449 | 34.091 | 56.7539 | 101.8648 | 54.5284 | 47.3363 |
Avg Daily Profit (%) | 0.3488 | 0.1309 | 0.2179 | 0.2701 | 0.1673 | 0.1489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38009 | -13162 | -39205 | -81766 | -23695 | -84549 |
Profit Factor | 1.8848 | 1.8377 | 1.9157 | 1.5402 | 1.8135 | 1.3894 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 36.2069 | 24.1379 | 48.2759 | 36.2069 | 24.1379 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.3209 | 5.7758 | 2.0526 | 2.7136 | 5.6996 | 1.4887 |
Largest Winning Trade | 43729 | 43729 | 32202 | 74053 | 74053 | 31182 |
Largest Losing Trade | -19501 | -4765 | -19501 | -47467 | -9336 | -47467 |
Avg Bars in Trades | 410 | 163 | 658 | 410 | 163 | 658 |
Avg Bars in Winners | 853 | 342 | 1109 | 853 | 342 | 1109 |
Avg Bars in Losers | 159 | 106 | 236 | 159 | 106 | 236 |
Bars Traded | 23818 | 4732 | 19086 | 23818 | 4732 | 19086 |
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 | -174065 | -52309 | 302680 | -175654 | -25314 | 97279 |
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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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