Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267213.1602 | 216190.1576 | 51023.0027 | 268582.1379 | 176062.7019 | 92519.436 |
Total P&L (%) | 267.2132 | 216.1902 | 51.023 | 268.5821 | 176.0627 | 92.5194 |
Avg Daily Profit (%) | 0.2165 | 0.1752 | 0.0413 | 0.1057 | 0.0823 | 0.0531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71894 | -40046 | -53470 | -165586 | -124168 | -74986 |
Profit Factor | 1.6692 | 2.2413 | 1.2266 | 1.4438 | 1.5579 | 1.3194 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 60.2941 | 61.7647 | 58.8235 | 60.2941 | 61.7647 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.0992 | 1.3875 | 0.8586 | 0.9508 | 0.9644 | 0.9236 |
Largest Winning Trade | 60408 | 60408 | 39887 | 124137 | 124137 | 57117 |
Largest Losing Trade | -46781 | -38036 | -46781 | -121039 | -121039 | -45881 |
Avg Bars in Trades | 204 | 233 | 175 | 204 | 233 | 175 |
Avg Bars in Winners | 154 | 179 | 128 | 154 | 179 | 128 |
Avg Bars in Losers | 280 | 322 | 242 | 280 | 322 | 242 |
Bars Traded | 13918 | 7951 | 5967 | 13918 | 7951 | 5967 |
Profit Streak | 0 | 0 | 50.8331 | 0 | 0 | 50.8331 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102352 | 434570 | -139293 | -164679 | -81562 | -121799 |
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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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