Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275937.5966 | 231679.75 | 44257.8466 | 198744.065 | 36377.9208 | 162366.1442 |
Total P&L (%) | 275.9376 | 231.6798 | 44.2578 | 198.7441 | 36.3779 | 162.3661 |
Avg Daily Profit (%) | 0.2649 | 0.2224 | 0.0425 | 0.1051 | 0.0298 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71542 | -75396 | -8089 | -504544 | -538591 | -46860 |
Profit Factor | 1.9282 | 1.9225 | 1.9594 | 1.1508 | 1.0321 | 1.8711 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 64.1975 | 62.5 | 65.8537 | 64.1975 | 62.5 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.0754 | 1.1535 | 1.016 | 0.6418 | 0.6193 | 0.9702 |
Largest Winning Trade | 173162 | 173162 | 6697 | 236804 | 236804 | 31681 |
Largest Losing Trade | -55730 | -55730 | -7591 | -374591 | -374591 | -46860 |
Avg Bars in Trades | 299 | 588 | 17 | 299 | 588 | 17 |
Avg Bars in Winners | 191 | 374 | 22 | 191 | 374 | 22 |
Avg Bars in Losers | 493 | 945 | 8 | 493 | 945 | 8 |
Bars Traded | 24260 | 23543 | 717 | 24260 | 23543 | 717 |
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 | -3432 | 432027 | -133021 | -123174 | -340826 | -66142 |
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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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