Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349868.0957 | 89958.1244 | 259909.9713 | 385552.8794 | 242348.1928 | 143204.6865 |
Total P&L (%) | 349.8681 | 89.9581 | 259.91 | 385.5529 | 242.3482 | 143.2047 |
Avg Daily Profit (%) | 0.2369 | 0.0609 | 0.176 | 0.1071 | 0.0834 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74283 | -18836 | -90413 | -712877 | -93422 | -806637 |
Profit Factor | 2.139 | 2.5076 | 2.0501 | 1.2073 | 1.9258 | 1.0896 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.7119 | 60 | 65.5172 | 62.7119 | 60 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.2718 | 1.6717 | 1.079 | 0.7179 | 1.2839 | 0.5735 |
Largest Winning Trade | 48116 | 32396 | 48116 | 221072 | 101661 | 221072 |
Largest Losing Trade | -71543 | -15010 | -71543 | -619028 | -66347 | -619028 |
Avg Bars in Trades | 279 | 53 | 513 | 279 | 53 | 513 |
Avg Bars in Winners | 278 | 54 | 491 | 278 | 54 | 491 |
Avg Bars in Losers | 281 | 51 | 557 | 281 | 51 | 557 |
Bars Traded | 16495 | 1591 | 14904 | 16495 | 1591 | 14904 |
Profit Streak | 0 | 0 | 278.1008 | 0 | 0 | 278.1008 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166957 | -105547 | 486279 | -230048 | -77838 | -232822 |
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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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