Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92953.3541 | 61632.032 | 31321.3221 | 92590.6742 | 38634.2187 | 53956.4555 |
Total P&L (%) | 92.9534 | 61.632 | 31.3213 | 92.5907 | 38.6342 | 53.9565 |
Avg Daily Profit (%) | 1.0708 | 0.71 | 0.3608 | 0.7578 | 0.377 | 0.4983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23410 | -30055 | -4102 | -41398 | -62945 | -3908 |
Profit Factor | 2.1366 | 1.8568 | 4.1807 | 1.6649 | 1.3099 | 4.6986 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 53.6232 | 44.1176 | 62.8571 | 53.6232 | 44.1176 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.8479 | 2.3519 | 2.4704 | 1.4399 | 1.6592 | 2.7765 |
Largest Winning Trade | 84418 | 84418 | 7036 | 85424 | 85424 | 13131 |
Largest Losing Trade | -9289 | -9289 | -1746 | -18471 | -18471 | -2594 |
Avg Bars in Trades | 339 | 612 | 74 | 339 | 612 | 74 |
Avg Bars in Winners | 397 | 870 | 75 | 397 | 870 | 75 |
Avg Bars in Losers | 273 | 409 | 74 | 273 | 409 | 74 |
Bars Traded | 23455 | 20831 | 2624 | 23455 | 20831 | 2624 |
Profit Streak | 0 | 1.6207 | 0 | 0 | 1.6207 | 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 | -90428 | 298218 | 474626 | -93045 | 49825 | 599873 |
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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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