Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137775.0277 | 57528.3678 | 80246.6598 | 203131.2006 | 84776.7541 | 118354.4465 |
Total P&L (%) | 137.775 | 57.5284 | 80.2467 | 203.1312 | 84.7768 | 118.3544 |
Avg Daily Profit (%) | 0.529 | 0.2209 | 0.3081 | 0.4268 | 0.236 | 0.3003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40461 | -25423 | -39671 | -53607 | -41477 | -47471 |
Profit Factor | 1.8529 | 1.7696 | 1.9246 | 1.7847 | 1.6898 | 1.8705 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 69.8413 | 67.7419 | 71.875 | 69.8413 | 67.7419 | 71.875 |
Ratio Avg Win / Avg Loss | 0.8001 | 0.8427 | 0.7531 | 0.7707 | 0.8047 | 0.7319 |
Largest Winning Trade | 20495 | 13933 | 20495 | 27305 | 24956 | 27305 |
Largest Losing Trade | -24158 | -19459 | -24158 | -47471 | -41477 | -47471 |
Avg Bars in Trades | 381 | 397 | 364 | 381 | 397 | 364 |
Avg Bars in Winners | 239 | 250 | 229 | 239 | 250 | 229 |
Avg Bars in Losers | 707 | 706 | 709 | 707 | 706 | 709 |
Bars Traded | 24003 | 12333 | 11670 | 24003 | 12333 | 11670 |
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 | -138651 | 302781 | 389884 | -139657 | 331829 | 383721 |
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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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