Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115264.3704 | 72604.7843 | 42659.586 | 118924.9235 | 42482.1051 | 76442.8184 |
Total P&L (%) | 115.2644 | 72.6048 | 42.6596 | 118.9249 | 42.4821 | 76.4428 |
Avg Daily Profit (%) | 1.3278 | 0.8364 | 0.4914 | 0.9067 | 0.4087 | 0.6562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37673 | -30814 | -15923 | -100684 | -81026 | -43777 |
Profit Factor | 2.0889 | 2.0405 | 2.1827 | 1.4955 | 1.2709 | 1.9186 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 35.8209 | 29.4118 | 42.4242 | 35.8209 | 29.4118 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.7427 | 4.8971 | 2.9622 | 2.6794 | 3.0502 | 2.6039 |
Largest Winning Trade | 97173 | 97173 | 16573 | 109095 | 109095 | 44437 |
Largest Losing Trade | -10077 | -10077 | -6656 | -23976 | -23976 | -16123 |
Avg Bars in Trades | 363 | 289 | 440 | 363 | 289 | 440 |
Avg Bars in Winners | 638 | 647 | 631 | 638 | 647 | 631 |
Avg Bars in Losers | 210 | 139 | 300 | 210 | 139 | 300 |
Bars Traded | 24366 | 9830 | 14536 | 24366 | 9830 | 14536 |
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 | -111559 | 155698 | 265001 | -113506 | -3914 | 368864 |
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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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