Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233670.0973 | 140411.6963 | 93258.401 | 234377.2989 | 67304.6628 | 167072.6361 |
Total P&L (%) | 233.6701 | 140.4117 | 93.2584 | 234.3773 | 67.3047 | 167.0726 |
Avg Daily Profit (%) | 0.4486 | 0.2696 | 0.1791 | 0.232 | 0.0989 | 0.1888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75537 | -91870 | -12338 | -129930 | -155376 | -15197 |
Profit Factor | 1.9625 | 1.6533 | 4.3472 | 1.5888 | 1.1849 | 5.8951 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70.4918 | 66.6667 | 74.1935 | 70.4918 | 66.6667 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.8215 | 0.8267 | 1.5121 | 0.6651 | 0.5925 | 2.0505 |
Largest Winning Trade | 101815 | 101815 | 27297 | 93536 | 93536 | 50610 |
Largest Losing Trade | -52424 | -52424 | -12338 | -83954 | -83954 | -15197 |
Avg Bars in Trades | 375 | 705 | 56 | 375 | 705 | 56 |
Avg Bars in Winners | 203 | 376 | 52 | 203 | 376 | 52 |
Avg Bars in Losers | 788 | 1365 | 67 | 788 | 1365 | 67 |
Bars Traded | 22920 | 21172 | 1748 | 22920 | 21172 | 1748 |
Profit Streak | 0 | 43.7893 | 0 | 0 | 43.7893 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153215 | 384013 | 622288 | -155835 | -77837 | 666145 |
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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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