Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78141.5839 | 16048.36 | 62093.224 | 103169.6764 | 18196.2199 | 84973.4566 |
Total P&L (%) | 78.1416 | 16.0484 | 62.0932 | 103.1697 | 18.1962 | 84.9735 |
Avg Daily Profit (%) | 0.9001 | 0.1849 | 0.7153 | 0.8199 | 0.1928 | 0.711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17458 | -11370 | -10736 | -18220 | -13960 | -14312 |
Profit Factor | 2.2844 | 1.494 | 3.1903 | 2.3544 | 1.4377 | 3.4555 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 65.2174 | 60 | 70.5882 | 65.2174 | 60 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.2184 | 0.996 | 1.3293 | 1.2557 | 0.9585 | 1.4398 |
Largest Winning Trade | 28761 | 8172 | 28761 | 46409 | 8826 | 46409 |
Largest Losing Trade | -9940 | -8559 | -9940 | -11699 | -11699 | -10012 |
Avg Bars in Trades | 345 | 345 | 345 | 345 | 345 | 345 |
Avg Bars in Winners | 299 | 269 | 326 | 299 | 269 | 326 |
Avg Bars in Losers | 430 | 459 | 390 | 430 | 459 | 390 |
Bars Traded | 23819 | 12086 | 11733 | 23819 | 12086 | 11733 |
Profit Streak | 0 | 0 | 10.168 | 0 | 0 | 10.168 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89899 | -3089 | 677156 | -89834 | -1933 | 713245 |
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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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