Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98056.455 | 39086.6844 | 58969.7706 | 119945.6853 | 64233.7033 | 55711.982 |
Total P&L (%) | 98.0565 | 39.0867 | 58.9698 | 119.9457 | 64.2337 | 55.712 |
Avg Daily Profit (%) | 0.3765 | 0.1501 | 0.2264 | 0.3031 | 0.1907 | 0.1702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33421 | -13239 | -35055 | -96180 | -32367 | -100800 |
Profit Factor | 1.7979 | 1.7587 | 1.8262 | 1.4707 | 1.6591 | 1.354 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 59.4595 | 54.0541 | 64.8649 | 59.4595 | 54.0541 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.2259 | 1.4949 | 0.9892 | 1.0027 | 1.4102 | 0.7334 |
Largest Winning Trade | 26254 | 19235 | 26254 | 29821 | 29821 | 25567 |
Largest Losing Trade | -32362 | -10273 | -32362 | -92975 | -25183 | -92975 |
Avg Bars in Trades | 333 | 387 | 278 | 333 | 387 | 278 |
Avg Bars in Winners | 284 | 317 | 257 | 284 | 317 | 257 |
Avg Bars in Losers | 404 | 469 | 318 | 404 | 469 | 318 |
Bars Traded | 24653 | 14334 | 10319 | 24653 | 14334 | 10319 |
Profit Streak | 0 | 0 | 20.075 | 0 | 0 | 20.075 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57240 | 225002 | 338390 | -59039 | 299656 | 243429 |
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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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