Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60632.6729 | 17352.069 | 43280.6039 | 63808.3043 | 6247.9443 | 57560.36 |
Total P&L (%) | 60.6327 | 17.3521 | 43.2806 | 63.8083 | 6.2479 | 57.5604 |
Avg Daily Profit (%) | 0.6985 | 0.1999 | 0.4986 | 0.5701 | 0.0698 | 0.5251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34121 | -37330 | -15213 | -64601 | -68212 | -29485 |
Profit Factor | 1.4659 | 1.2268 | 1.8067 | 1.302 | 1.0517 | 1.6359 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 41.5094 | 33.9623 | 49.0566 | 41.5094 | 33.9623 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.0655 | 2.3855 | 1.8762 | 1.8347 | 2.0451 | 1.6988 |
Largest Winning Trade | 20973 | 19739 | 20973 | 31158 | 28788 | 31158 |
Largest Losing Trade | -6562 | -6562 | -5301 | -10434 | -10434 | -9536 |
Avg Bars in Trades | 231 | 229 | 233 | 231 | 229 | 233 |
Avg Bars in Winners | 357 | 386 | 337 | 357 | 386 | 337 |
Avg Bars in Losers | 141 | 148 | 132 | 141 | 148 | 132 |
Bars Traded | 24492 | 12143 | 12349 | 24492 | 12143 | 12349 |
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 | 305959 | -188802 | -170699 | 238052 | -616483 | -169701 |
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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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