Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 61239.6152 | 31297.2021 | 29942.4131 | 73189.2366 | 32657.707 | 40531.5296 |
Total P&L (%) | 61.2396 | 31.2972 | 29.9424 | 73.1892 | 32.6577 | 40.5315 |
Avg Daily Profit (%) | 0.7054 | 0.3605 | 0.3449 | 0.6347 | 0.3261 | 0.3927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8059 | -6036 | -5919 | -14049 | -10087 | -9010 |
Profit Factor | 2.0215 | 2.0326 | 2.0102 | 1.8925 | 1.7669 | 2.0283 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.2742 | 2.0326 | 2.5462 | 2.1291 | 1.7669 | 2.5692 |
Largest Winning Trade | 20297 | 20297 | 9244 | 24679 | 24679 | 14542 |
Largest Losing Trade | -4957 | -4226 | -4957 | -7892 | -7892 | -7825 |
Avg Bars in Trades | 358 | 351 | 365 | 358 | 351 | 365 |
Avg Bars in Winners | 533 | 505 | 566 | 533 | 505 | 566 |
Avg Bars in Losers | 202 | 198 | 206 | 202 | 198 | 206 |
Bars Traded | 24379 | 11965 | 12414 | 24379 | 11965 | 12414 |
Profit Streak | 0 | 4.5837 | 0 | 0 | 4.5837 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101391 | 305989 | 201229 | -101938 | 271284 | 241082 |
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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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