Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207480.494 | 134803.1802 | 72677.3139 | 349157.2738 | 255864.4059 | 93292.8679 |
Total P&L (%) | 207.4805 | 134.8032 | 72.6773 | 349.1573 | 255.8644 | 93.2929 |
Avg Daily Profit (%) | 0.3595 | 0.2336 | 0.1259 | 0.2607 | 0.2202 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38693 | -27459 | -22206 | -161524 | -156393 | -124665 |
Profit Factor | 2.1243 | 2.2212 | 1.98 | 1.5835 | 1.751 | 1.362 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 44.4444 | 45.7143 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.589 | 2.7765 | 2.3513 | 1.9299 | 2.1887 | 1.6174 |
Largest Winning Trade | 66668 | 66668 | 22317 | 190198 | 190198 | 93757 |
Largest Losing Trade | -19681 | -19681 | -16811 | -103880 | -103880 | -101184 |
Avg Bars in Trades | 183 | 183 | 184 | 183 | 183 | 184 |
Avg Bars in Winners | 268 | 270 | 267 | 268 | 270 | 267 |
Avg Bars in Losers | 114 | 113 | 115 | 114 | 113 | 115 |
Bars Traded | 13051 | 6590 | 6461 | 13051 | 6590 | 6461 |
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 | -80560 | 344970 | -23191 | -82518 | 308181 | -40942 |
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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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