Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68430.414 | 20544.5828 | 47885.8311 | 71430.7326 | 26151.0675 | 45279.6651 |
Total P&L (%) | 68.4304 | 20.5446 | 47.8858 | 71.4307 | 26.1511 | 45.2797 |
Avg Daily Profit (%) | 0.2628 | 0.0789 | 0.1839 | 0.2072 | 0.0892 | 0.1435 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20521 | -38445 | -5869 | -24447 | -38763 | -10534 |
Profit Factor | 1.7227 | 1.2674 | 3.6833 | 1.5815 | 1.2624 | 2.9524 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 9 | 19 | 28 | 9 | 19 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 45.9016 | 30 | 61.2903 | 45.9016 | 30 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.0303 | 2.9572 | 2.3263 | 1.8639 | 2.9457 | 1.8647 |
Largest Winning Trade | 36854 | 36854 | 15051 | 51835 | 51835 | 14248 |
Largest Losing Trade | -11172 | -11172 | -4261 | -21769 | -21769 | -7630 |
Avg Bars in Trades | 362 | 657 | 76 | 362 | 657 | 76 |
Avg Bars in Winners | 533 | 1441 | 102 | 533 | 1441 | 102 |
Avg Bars in Losers | 217 | 321 | 35 | 217 | 321 | 35 |
Bars Traded | 22117 | 19734 | 2383 | 22117 | 19734 | 2383 |
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 | -157671 | -102370 | 471502 | -158391 | -85520 | 88864 |
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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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