Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113058.3298 | 52940.3118 | 60118.018 | 152705.1814 | 101991.5619 | 50713.6194 |
Total P&L (%) | 113.0583 | 52.9403 | 60.118 | 152.7052 | 101.9916 | 50.7136 |
Avg Daily Profit (%) | 0.4341 | 0.2033 | 0.2309 | 0.3566 | 0.2703 | 0.1576 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37472 | -22987 | -27620 | -73595 | -43047 | -79343 |
Profit Factor | 1.8396 | 1.9995 | 1.736 | 1.5282 | 2.0288 | 1.267 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 67.7419 | 64.5161 | 70.9677 | 67.7419 | 64.5161 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.876 | 1.0998 | 0.7102 | 0.7277 | 1.1158 | 0.5183 |
Largest Winning Trade | 18968 | 10703 | 18968 | 31644 | 19335 | 31644 |
Largest Losing Trade | -24842 | -17699 | -24842 | -66536 | -28327 | -66536 |
Avg Bars in Trades | 397 | 415 | 380 | 397 | 415 | 380 |
Avg Bars in Winners | 315 | 371 | 263 | 315 | 371 | 263 |
Avg Bars in Losers | 571 | 495 | 664 | 571 | 495 | 664 |
Bars Traded | 24670 | 12884 | 11786 | 24670 | 12884 | 11786 |
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 | -147260 | 347269 | 324771 | -148823 | 410875 | 196962 |
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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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