Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153004.1859 | 99039.0007 | 53965.1852 | 193079.3852 | 169094.9605 | 23984.4248 |
Total P&L (%) | 153.0042 | 99.039 | 53.9652 | 193.0794 | 169.095 | 23.9844 |
Avg Daily Profit (%) | 0.5745 | 0.3719 | 0.2026 | 0.4046 | 0.3724 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60500 | -26716 | -54267 | -151800 | -70934 | -142536 |
Profit Factor | 1.7243 | 1.9535 | 1.5025 | 1.4958 | 1.8838 | 1.1211 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.9398 | 1.9535 | 1.9032 | 1.6828 | 1.8838 | 1.42 |
Largest Winning Trade | 47710 | 47710 | 28860 | 81621 | 81621 | 38220 |
Largest Losing Trade | -20057 | -17833 | -20057 | -47993 | -47993 | -27875 |
Avg Bars in Trades | 183 | 185 | 180 | 183 | 185 | 180 |
Avg Bars in Winners | 249 | 246 | 252 | 249 | 246 | 252 |
Avg Bars in Losers | 124 | 125 | 124 | 124 | 125 | 124 |
Bars Traded | 12466 | 6314 | 6152 | 12466 | 6314 | 6152 |
Profit Streak | 276.1368 | 0 | 297.6368 | 276.1368 | 0 | 297.6368 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101619 | 410644 | 240226 | -103947 | 405955 | -179020 |
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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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