Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267361.8913 | 43150.6962 | 224211.1951 | 101678.8905 | -55682.2136 | 157361.1041 |
Total P&L (%) | 267.3619 | 43.1507 | 224.2112 | 101.6789 | -55.6822 | 157.3611 |
Avg Daily Profit (%) | 0.1762 | 0.0284 | 0.1478 | 0.0462 | -0.0536 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133449 | -110799 | -103684 | -382768 | -346635 | -335228 |
Profit Factor | 1.6336 | 1.1758 | 2.2699 | 1.0954 | 0.9024 | 1.3175 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 52.1127 | 47.2222 | 57.1429 | 52.1127 | 47.2222 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5011 | 1.3141 | 1.7025 | 1.0066 | 1.0086 | 0.9881 |
Largest Winning Trade | 67627 | 67627 | 44587 | 119036 | 119036 | 73559 |
Largest Losing Trade | -72058 | -54832 | -72058 | -233981 | -233981 | -232342 |
Avg Bars in Trades | 40 | 40 | 41 | 40 | 40 | 41 |
Avg Bars in Winners | 46 | 37 | 54 | 46 | 37 | 54 |
Avg Bars in Losers | 34 | 43 | 23 | 34 | 43 | 23 |
Bars Traded | 2900 | 1465 | 1435 | 2900 | 1465 | 1435 |
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 | -80215 | -185064 | 339521 | -337502 | -580193 | -110281 |
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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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