Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124126.5695 | 26510.0759 | 97616.4936 | 149850.9169 | 27350.7619 | 122500.155 |
Total P&L (%) | 124.1266 | 26.5101 | 97.6165 | 149.8509 | 27.3508 | 122.5002 |
Avg Daily Profit (%) | 0.2383 | 0.0509 | 0.1874 | 0.176 | 0.0464 | 0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70918 | -44775 | -41424 | -64410 | -44409 | -32320 |
Profit Factor | 1.6335 | 1.2223 | 2.2729 | 1.7316 | 1.2025 | 2.756 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 63.5135 | 56.7568 | 70.2703 | 63.5135 | 56.7568 | 70.2703 |
Ratio Avg Win / Avg Loss | 0.9384 | 0.9313 | 0.9616 | 0.9947 | 0.9162 | 1.166 |
Largest Winning Trade | 19856 | 19856 | 17374 | 32947 | 32947 | 20422 |
Largest Losing Trade | -32759 | -32759 | -18309 | -37332 | -37332 | -15380 |
Avg Bars in Trades | 326 | 418 | 234 | 326 | 418 | 234 |
Avg Bars in Winners | 221 | 255 | 194 | 221 | 255 | 194 |
Avg Bars in Losers | 509 | 633 | 328 | 509 | 633 | 328 |
Bars Traded | 24168 | 15502 | 8666 | 24168 | 15502 | 8666 |
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 | -59053 | -130106 | 400569 | -59396 | -136109 | 483751 |
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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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