Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339107.9913 | 36059.2138 | 303048.7775 | 1017626.5013 | 27191.1075 | 990435.3937 |
Total P&L (%) | 339.108 | 36.0592 | 303.0488 | 1017.6265 | 27.1911 | 990.4354 |
Avg Daily Profit (%) | 0.2215 | 0.0236 | 0.1979 | 0.1578 | 0.0157 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62489 | -34014 | -35641 | -419224 | -190840 | -231520 |
Profit Factor | 2.5773 | 1.3708 | 3.5737 | 1.889 | 1.0469 | 2.7515 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.4103 | 53.8462 | 58.9744 | 56.4103 | 53.8462 | 58.9744 |
Ratio Avg Win / Avg Loss | 1.9915 | 1.175 | 2.486 | 1.4597 | 0.8974 | 1.9141 |
Largest Winning Trade | 71805 | 59889 | 71805 | 275284 | 185267 | 275284 |
Largest Losing Trade | -26731 | -25722 | -26731 | -162740 | -138437 | -162740 |
Avg Bars in Trades | 54 | 33 | 75 | 54 | 33 | 75 |
Avg Bars in Winners | 71 | 30 | 109 | 71 | 30 | 109 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 4255 | 1295 | 2960 | 4255 | 1295 | 2960 |
Profit Streak | 0 | 0 | 47.7251 | 0 | 0 | 47.7251 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24949 | -162939 | 610343 | -27516 | -345252 | 558549 |
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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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