Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313325.9754 | 53024.7202 | 260301.2553 | 489382.938 | 32339.1358 | 457043.8022 |
Total P&L (%) | 313.326 | 53.0247 | 260.3013 | 489.3829 | 32.3391 | 457.0438 |
Avg Daily Profit (%) | 0.2058 | 0.0348 | 0.1709 | 0.1166 | 0.0184 | 0.1128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67031 | -62972 | -35423 | -307467 | -250172 | -147829 |
Profit Factor | 1.928 | 1.2654 | 2.8885 | 1.4778 | 1.0588 | 1.9639 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 42.1875 | 28.125 | 56.25 | 42.1875 | 28.125 | 56.25 |
Ratio Avg Win / Avg Loss | 2.642 | 3.2337 | 2.2466 | 2.0251 | 2.7058 | 1.5275 |
Largest Winning Trade | 82670 | 82670 | 69141 | 213891 | 174418 | 213891 |
Largest Losing Trade | -26790 | -26222 | -26790 | -110525 | -94557 | -110525 |
Avg Bars in Trades | 138 | 100 | 175 | 138 | 100 | 175 |
Avg Bars in Winners | 217 | 177 | 237 | 217 | 177 | 237 |
Avg Bars in Losers | 80 | 70 | 96 | 80 | 70 | 96 |
Bars Traded | 8832 | 3210 | 5622 | 8832 | 3210 | 5622 |
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 | -135484 | -162602 | 491953 | -181934 | -342004 | -37837 |
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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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