Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403134.3446 | 172522.509 | 230611.8355 | 814073.9679 | 175360.95 | 638713.0179 |
Total P&L (%) | 403.1343 | 172.5225 | 230.6118 | 814.074 | 175.361 | 638.713 |
Avg Daily Profit (%) | 0.2658 | 0.1138 | 0.1521 | 0.146 | 0.0668 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61637 | -53225 | -33142 | -171667 | -139700 | -94444 |
Profit Factor | 2.7772 | 2.4923 | 3.0734 | 2.3357 | 1.5069 | 3.4235 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 37.0968 | 29.0323 | 45.1613 | 37.0968 | 29.0323 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.7092 | 6.0922 | 3.7319 | 3.9605 | 3.6836 | 4.1571 |
Largest Winning Trade | 216385 | 216385 | 64079 | 334175 | 324320 | 334175 |
Largest Losing Trade | -20478 | -18431 | -20478 | -90898 | -90898 | -41700 |
Avg Bars in Trades | 45 | 24 | 66 | 45 | 24 | 66 |
Avg Bars in Winners | 106 | 64 | 133 | 106 | 64 | 133 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 2816 | 767 | 2049 | 2816 | 767 | 2049 |
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 | -150311 | -48175 | 401808 | -157046 | -113065 | -11827 |
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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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