Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525757.2786 | 471941.355 | 53815.9236 | 370537.1847 | 175670.4423 | 194866.7424 |
Total P&L (%) | 525.7573 | 471.9414 | 53.8159 | 370.5372 | 175.6704 | 194.8667 |
Avg Daily Profit (%) | 0.2245 | 0.2015 | 0.023 | 0.0662 | 0.0433 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173127 | -53610 | -140744 | -253146 | -282317 | -193581 |
Profit Factor | 2.0742 | 2.8097 | 1.2353 | 1.2781 | 1.2105 | 1.3914 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 53.5211 | 47.2222 | 60 | 53.5211 | 47.2222 | 60 |
Ratio Avg Win / Avg Loss | 1.8012 | 3.1403 | 0.8236 | 1.11 | 1.3529 | 0.9276 |
Largest Winning Trade | 233934 | 233934 | 59107 | 227257 | 227257 | 115339 |
Largest Losing Trade | -59140 | -31898 | -59140 | -158458 | -158458 | -85865 |
Avg Bars in Trades | 94 | 112 | 76 | 94 | 112 | 76 |
Avg Bars in Winners | 129 | 176 | 92 | 129 | 176 | 92 |
Avg Bars in Losers | 53 | 54 | 51 | 53 | 54 | 51 |
Bars Traded | 6694 | 4034 | 2660 | 6694 | 4034 | 2660 |
Profit Streak | 0 | 0 | 579.4834 | 0 | 0 | 579.4834 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78352 | 428930 | -162533 | -195187 | -136600 | -129557 |
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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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