Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356043.5012 | 91019.297 | 265024.2042 | 756919.0364 | 151346.8612 | 605572.1752 |
Total P&L (%) | 356.0435 | 91.0193 | 265.0242 | 756.919 | 151.3469 | 605.5722 |
Avg Daily Profit (%) | 0.2325 | 0.0594 | 0.173 | 0.1403 | 0.0602 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95704 | -67315 | -47896 | -673293 | -529135 | -308117 |
Profit Factor | 2.0768 | 1.4913 | 2.823 | 1.4412 | 1.1609 | 1.7815 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 35.9375 | 28.125 | 43.75 | 35.9375 | 28.125 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7022 | 3.8111 | 3.6295 | 2.5691 | 2.9667 | 2.2905 |
Largest Winning Trade | 77846 | 77846 | 72600 | 322905 | 314353 | 322905 |
Largest Losing Trade | -26615 | -22472 | -26615 | -159576 | -159576 | -118739 |
Avg Bars in Trades | 137 | 88 | 187 | 137 | 88 | 187 |
Avg Bars in Winners | 280 | 187 | 340 | 280 | 187 | 340 |
Avg Bars in Losers | 57 | 49 | 68 | 57 | 49 | 68 |
Bars Traded | 8829 | 2820 | 6009 | 8829 | 2820 | 6009 |
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 | -137399 | -127282 | 371377 | -152445 | -171051 | -21281 |
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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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