Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345316.4288 | 229459.9131 | 115856.5157 | 873020.8917 | 866185.9947 | 6834.897 |
Total P&L (%) | 345.3164 | 229.4599 | 115.8565 | 873.0209 | 866.186 | 6.8349 |
Avg Daily Profit (%) | 0.3315 | 0.2203 | 0.1112 | 0.2187 | 0.218 | 0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76413 | -42764 | -64487 | -1283881 | -366882 | -1021728 |
Profit Factor | 2.2197 | 2.7252 | 1.7717 | 1.3631 | 1.885 | 1.0048 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 40.7407 | 37.5 | 43.9024 | 40.7407 | 37.5 | 43.9024 |
Ratio Avg Win / Avg Loss | 3.2286 | 4.5421 | 2.2639 | 1.9826 | 3.1416 | 1.2839 |
Largest Winning Trade | 108752 | 108752 | 50737 | 436813 | 436813 | 306281 |
Largest Losing Trade | -23041 | -13365 | -23041 | -291321 | -227729 | -291321 |
Avg Bars in Trades | 305 | 260 | 348 | 305 | 260 | 348 |
Avg Bars in Winners | 550 | 488 | 602 | 550 | 488 | 602 |
Avg Bars in Losers | 136 | 123 | 149 | 136 | 123 | 149 |
Bars Traded | 24707 | 10421 | 14286 | 24707 | 10421 | 14286 |
Profit Streak | 0 | 43.5218 | 0 | 0 | 43.5218 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6909 | 313717 | -43486 | -10100 | 269634 | -567711 |
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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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