Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227692.5715 | 188469.1183 | 39223.4532 | 149166.9428 | 56884.9859 | 92281.9569 |
Total P&L (%) | 227.6926 | 188.4691 | 39.2235 | 149.1669 | 56.885 | 92.282 |
Avg Daily Profit (%) | 0.2124 | 0.1759 | 0.0366 | 0.0852 | 0.042 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65846 | -68397 | -5506 | -186279 | -190807 | -10759 |
Profit Factor | 2.1601 | 2.0966 | 2.6077 | 1.311 | 1.132 | 2.8961 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 60.9375 | 53.125 | 68.75 | 60.9375 | 53.125 | 68.75 |
Ratio Avg Win / Avg Loss | 1.3847 | 1.8499 | 1.1853 | 0.8404 | 0.9988 | 1.3164 |
Largest Winning Trade | 185514 | 185514 | 12123 | 186265 | 186265 | 30924 |
Largest Losing Trade | -45141 | -45141 | -5426 | -145691 | -145691 | -10182 |
Avg Bars in Trades | 63 | 123 | 3 | 63 | 123 | 3 |
Avg Bars in Winners | 49 | 108 | 3 | 49 | 108 | 3 |
Avg Bars in Losers | 84 | 139 | 2 | 84 | 139 | 2 |
Bars Traded | 4033 | 3937 | 96 | 4033 | 3937 | 96 |
Profit Streak | 6.5378 | 0 | 76.2878 | 6.5378 | 0 | 76.2878 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130666 | 423864 | -138797 | -222087 | -214278 | -103385 |
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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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