Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449881.731 | 388657.3113 | 61224.4197 | 126108.0225 | 84431.4708 | 41676.5517 |
Total P&L (%) | 449.8817 | 388.6573 | 61.2244 | 126.108 | 84.4315 | 41.6766 |
Avg Daily Profit (%) | 0.2399 | 0.2072 | 0.0326 | 0.0435 | 0.0326 | 0.0186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86193 | -31786 | -75213 | -111260 | -95018 | -51628 |
Profit Factor | 2.2099 | 4.3651 | 1.2388 | 1.3171 | 1.5283 | 1.1752 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.0317 | 46.875 | 45.1613 | 46.0317 | 46.875 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.5909 | 4.9471 | 1.5043 | 1.5442 | 1.7321 | 1.427 |
Largest Winning Trade | 354402 | 354402 | 55543 | 92671 | 92671 | 82107 |
Largest Losing Trade | -76013 | -24063 | -76013 | -66512 | -47633 | -66512 |
Avg Bars in Trades | 111 | 39 | 186 | 111 | 39 | 186 |
Avg Bars in Winners | 194 | 66 | 331 | 194 | 66 | 331 |
Avg Bars in Losers | 41 | 15 | 67 | 41 | 15 | 67 |
Bars Traded | 7046 | 1266 | 5780 | 7046 | 1266 | 5780 |
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 | -140375 | 495525 | -150966 | -286037 | -147941 | -199850 |
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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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