Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62657.8595 | 5420.1381 | 57237.7214 | 46612.9109 | 6295.2913 | 40317.6195 |
Total P&L (%) | 62.6579 | 5.4201 | 57.2377 | 46.6129 | 6.2953 | 40.3176 |
Avg Daily Profit (%) | 0.2406 | 0.0208 | 0.2198 | 0.147 | 0.0234 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54397 | -3160 | -54417 | -121868 | -5768 | -121894 |
Profit Factor | 1.6367 | 1.5652 | 1.6444 | 1.248 | 1.4229 | 1.2329 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 64.7059 | 55.8824 | 73.5294 | 64.7059 | 55.8824 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.8927 | 1.2356 | 0.592 | 0.6807 | 1.1233 | 0.4438 |
Largest Winning Trade | 21145 | 2985 | 21145 | 31741 | 3679 | 31741 |
Largest Losing Trade | -44065 | -2147 | -44065 | -107693 | -3601 | -107693 |
Avg Bars in Trades | 363 | 2 | 724 | 363 | 2 | 724 |
Avg Bars in Winners | 271 | 1 | 476 | 271 | 1 | 476 |
Avg Bars in Losers | 532 | 3 | 1414 | 532 | 3 | 1414 |
Bars Traded | 24712 | 81 | 24631 | 24712 | 81 | 24631 |
Profit Streak | 0 | 0 | 38.2412 | 0 | 0 | 38.2412 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105189 | -328946 | 372407 | -113285 | -326304 | -20378 |
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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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