Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109833.337 | 46389.4382 | 63443.8988 | 142641.5893 | 99256.1707 | 43385.4186 |
Total P&L (%) | 109.8333 | 46.3894 | 63.4439 | 142.6416 | 99.2562 | 43.3854 |
Avg Daily Profit (%) | 0.4218 | 0.1781 | 0.2436 | 0.341 | 0.2651 | 0.1385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24369 | -14305 | -42031 | -66243 | -21385 | -117720 |
Profit Factor | 1.8481 | 2.493 | 1.6445 | 1.5043 | 2.7216 | 1.1926 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.2055 | 40.5405 | 50 | 45.2055 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 2.2401 | 3.6565 | 1.6445 | 1.8234 | 3.9917 | 1.1926 |
Largest Winning Trade | 24759 | 14484 | 24759 | 50900 | 23970 | 50900 |
Largest Losing Trade | -22798 | -3187 | -22798 | -62905 | -5358 | -62905 |
Avg Bars in Trades | 322 | 45 | 608 | 322 | 45 | 608 |
Avg Bars in Winners | 582 | 80 | 999 | 582 | 80 | 999 |
Avg Bars in Losers | 109 | 20 | 216 | 109 | 20 | 216 |
Bars Traded | 23573 | 1671 | 21901 | 23573 | 1671 | 21901 |
Profit Streak | 0 | 0 | 32.8355 | 0 | 0 | 32.8355 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66514 | 206663 | 369692 | -68268 | 298853 | -19119 |
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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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