Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69642.4944 | 19730.359 | 49912.1354 | 73804.524 | 25040.8648 | 48763.6591 |
Total P&L (%) | 69.6425 | 19.7304 | 49.9121 | 73.8045 | 25.0409 | 48.7637 |
Avg Daily Profit (%) | 0.2674 | 0.0758 | 0.1917 | 0.2125 | 0.0858 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27170 | -28933 | -27943 | -45175 | -39260 | -46175 |
Profit Factor | 1.5701 | 1.3383 | 1.7818 | 1.4412 | 1.3274 | 1.537 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 70.4225 | 69.4444 | 71.4286 | 70.4225 | 69.4444 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6594 | 0.5889 | 0.7127 | 0.6053 | 0.5841 | 0.6148 |
Largest Winning Trade | 13137 | 9821 | 13137 | 16164 | 13376 | 16164 |
Largest Losing Trade | -27170 | -16229 | -27170 | -45175 | -21691 | -45175 |
Avg Bars in Trades | 327 | 349 | 305 | 327 | 349 | 305 |
Avg Bars in Winners | 233 | 254 | 211 | 233 | 254 | 211 |
Avg Bars in Losers | 552 | 564 | 539 | 552 | 564 | 539 |
Bars Traded | 23262 | 12573 | 10689 | 23262 | 12573 | 10689 |
Profit Streak | 0 | 0 | 31.0571 | 0 | 0 | 31.0571 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81506 | -99081 | 348618 | -82740 | -82186 | 306443 |
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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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