Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371417.9719 | 330855.9582 | 40562.0138 | 139111.8195 | 124947.4665 | 14164.353 |
Total P&L (%) | 371.418 | 330.856 | 40.562 | 139.1118 | 124.9475 | 14.1644 |
Avg Daily Profit (%) | 0.2098 | 0.1869 | 0.0229 | 0.0493 | 0.0458 | 0.0075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107649 | -62558 | -132092 | -177441 | -167355 | -163231 |
Profit Factor | 1.6758 | 2.5199 | 1.1222 | 1.1697 | 1.324 | 1.0326 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 46.3768 | 50 | 42.8571 | 46.3768 | 50 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9377 | 2.5199 | 1.4963 | 1.3524 | 1.324 | 1.3768 |
Largest Winning Trade | 151109 | 151109 | 73308 | 133642 | 90536 | 133642 |
Largest Losing Trade | -56629 | -46722 | -56629 | -167355 | -167355 | -54393 |
Avg Bars in Trades | 149 | 164 | 133 | 149 | 164 | 133 |
Avg Bars in Winners | 231 | 233 | 229 | 231 | 233 | 229 |
Avg Bars in Losers | 77 | 96 | 62 | 77 | 96 | 62 |
Bars Traded | 10296 | 5607 | 4689 | 10296 | 5607 | 4689 |
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 | -96807 | 442630 | -253308 | -268715 | -131521 | -406482 |
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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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