Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166676.7913 | 36737.6317 | 129939.1596 | 281758.2714 | -29709.6797 | 311467.951 |
Total P&L (%) | 166.6768 | 36.7376 | 129.9392 | 281.7583 | -29.7097 | 311.468 |
Avg Daily Profit (%) | 0.32 | 0.0705 | 0.2495 | 0.2575 | -0.0677 | 0.272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32964 | -52192 | -31056 | -166443 | -256232 | -136397 |
Profit Factor | 2.0345 | 1.3383 | 3.4737 | 1.3998 | 0.9381 | 2.3861 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 58.0645 | 48.3871 | 67.7419 | 58.0645 | 48.3871 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.4694 | 1.4275 | 1.6542 | 1.011 | 1.0007 | 1.1362 |
Largest Winning Trade | 27013 | 23250 | 27013 | 89772 | 88529 | 89772 |
Largest Losing Trade | -19986 | -19986 | -18200 | -109567 | -109567 | -79167 |
Avg Bars in Trades | 397 | 480 | 313 | 397 | 480 | 313 |
Avg Bars in Winners | 435 | 567 | 340 | 435 | 567 | 340 |
Avg Bars in Losers | 344 | 399 | 257 | 344 | 399 | 257 |
Bars Traded | 24630 | 14902 | 9728 | 24630 | 14902 | 9728 |
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 | -146620 | -102187 | 589659 | -149216 | -580347 | 481015 |
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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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