Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200452.0334 | 166276.6479 | 34175.3854 | 77005.9453 | -5328.5972 | 82334.5426 |
Total P&L (%) | 200.452 | 166.2766 | 34.1754 | 77.0059 | -5.3286 | 82.3345 |
Avg Daily Profit (%) | 0.1924 | 0.1596 | 0.0328 | 0.0548 | -0.0053 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87484 | -82776 | -16020 | -315440 | -287573 | -41766 |
Profit Factor | 1.686 | 1.6723 | 1.7611 | 1.0964 | 0.9925 | 1.9005 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.1791 | 57.5758 | 70.5882 | 64.1791 | 57.5758 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.941 | 1.2323 | 0.7338 | 0.6119 | 0.7313 | 0.7919 |
Largest Winning Trade | 119363 | 119363 | 7185 | 200380 | 200380 | 20084 |
Largest Losing Trade | -44435 | -44435 | -11893 | -137481 | -137481 | -41766 |
Avg Bars in Trades | 353 | 695 | 21 | 353 | 695 | 21 |
Avg Bars in Winners | 198 | 425 | 19 | 198 | 425 | 19 |
Avg Bars in Losers | 632 | 1062 | 29 | 632 | 1062 | 29 |
Bars Traded | 23714 | 22967 | 747 | 23714 | 22967 | 747 |
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 | -111188 | 370441 | -148311 | -355062 | -579820 | -112138 |
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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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