Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226149.9016 | 28399.1661 | 197750.7355 | 215640.454 | -16657.3292 | 232297.7832 |
Total P&L (%) | 226.1499 | 28.3992 | 197.7507 | 215.6405 | -16.6573 | 232.2978 |
Avg Daily Profit (%) | 0.1748 | 0.022 | 0.1529 | 0.0889 | -0.0141 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87615 | -48513 | -59698 | -235331 | -109255 | -207263 |
Profit Factor | 1.6723 | 1.1553 | 2.2879 | 1.2531 | 0.9544 | 1.477 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.1677 | 1.5997 | 2.7782 | 1.6243 | 1.3215 | 1.7935 |
Largest Winning Trade | 58600 | 53921 | 58600 | 202322 | 88011 | 202322 |
Largest Losing Trade | -31818 | -22892 | -31818 | -110822 | -49578 | -110822 |
Avg Bars in Trades | 59 | 45 | 73 | 59 | 45 | 73 |
Avg Bars in Winners | 81 | 44 | 115 | 81 | 44 | 115 |
Avg Bars in Losers | 42 | 46 | 39 | 42 | 46 | 39 |
Bars Traded | 3699 | 1411 | 2288 | 3699 | 1411 | 2288 |
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 | -150713 | -218546 | 347484 | -234664 | -582287 | -68625 |
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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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