Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247114.5637 | 14893.7472 | 232220.8164 | 214363.2482 | -57095.6482 | 271458.8964 |
Total P&L (%) | 247.1146 | 14.8937 | 232.2208 | 214.3632 | -57.0956 | 271.4589 |
Avg Daily Profit (%) | 0.1618 | 0.0098 | 0.1521 | 0.075 | -0.0554 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70250 | -81548 | -36906 | -141973 | -143139 | -65603 |
Profit Factor | 1.6537 | 1.0605 | 2.7612 | 1.3152 | 0.8709 | 2.1416 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 47.619 | 40.625 | 54.8387 | 47.619 | 40.625 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.8191 | 1.55 | 2.274 | 1.4467 | 1.2729 | 1.7637 |
Largest Winning Trade | 72969 | 62542 | 72969 | 101782 | 81972 | 101782 |
Largest Losing Trade | -28063 | -28063 | -20891 | -61539 | -61539 | -37569 |
Avg Bars in Trades | 93 | 56 | 132 | 93 | 56 | 132 |
Avg Bars in Winners | 134 | 60 | 191 | 134 | 60 | 191 |
Avg Bars in Losers | 57 | 53 | 62 | 57 | 53 | 62 |
Bars Traded | 5920 | 1800 | 4120 | 5920 | 1800 | 4120 |
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 | -141499 | -349873 | 470442 | -244523 | -582789 | -73530 |
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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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