Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55596.7303 | 11163.5856 | 44433.1447 | 58296.6083 | 9644.247 | 48652.3613 |
Total P&L (%) | 55.5967 | 11.1636 | 44.4331 | 58.2966 | 9.6442 | 48.6524 |
Avg Daily Profit (%) | 0.2135 | 0.0429 | 0.1706 | 0.1765 | 0.0354 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18039 | -18847 | -7527 | -29057 | -21180 | -12102 |
Profit Factor | 1.5777 | 1.1528 | 2.9158 | 1.453 | 1.0991 | 2.5494 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 46.4789 | 40 | 52.7778 | 46.4789 | 40 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.8167 | 1.7292 | 2.6089 | 1.6731 | 1.6487 | 2.281 |
Largest Winning Trade | 19248 | 18895 | 19248 | 22835 | 22835 | 16782 |
Largest Losing Trade | -9519 | -9519 | -3120 | -14932 | -14932 | -5200 |
Avg Bars in Trades | 334 | 597 | 79 | 334 | 597 | 79 |
Avg Bars in Winners | 431 | 867 | 110 | 431 | 867 | 110 |
Avg Bars in Losers | 249 | 416 | 43 | 249 | 416 | 43 |
Bars Traded | 23753 | 20904 | 2849 | 23753 | 20904 | 2849 |
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 | -84374 | -321832 | 372586 | -85272 | -427106 | 345009 |
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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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