Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90792.0806 | 18957.0149 | 71835.0658 | 99903.1307 | 23811.816 | 76091.3147 |
Total P&L (%) | 90.7921 | 18.957 | 71.8351 | 99.9031 | 23.8118 | 76.0913 |
Avg Daily Profit (%) | 0.3486 | 0.0728 | 0.2758 | 0.2663 | 0.0821 | 0.2175 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26922 | -27046 | -26435 | -62954 | -36086 | -62611 |
Profit Factor | 1.7713 | 1.3636 | 2.0954 | 1.4641 | 1.2708 | 1.5976 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 36.6667 | 30 | 43.3333 | 36.6667 | 30 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0594 | 3.1816 | 2.7402 | 2.5289 | 2.9652 | 2.0892 |
Largest Winning Trade | 35701 | 35701 | 23808 | 43631 | 43631 | 42879 |
Largest Losing Trade | -10940 | -10134 | -10940 | -18973 | -14953 | -18973 |
Avg Bars in Trades | 392 | 80 | 704 | 392 | 80 | 704 |
Avg Bars in Winners | 808 | 152 | 1262 | 808 | 152 | 1262 |
Avg Bars in Losers | 151 | 50 | 277 | 151 | 50 | 277 |
Bars Traded | 23559 | 2423 | 21136 | 23559 | 2423 | 21136 |
Profit Streak | 0 | 0 | 17.1964 | 0 | 0 | 17.1964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168108 | -110969 | 316353 | -169972 | -95955 | 263457 |
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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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