Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317714.9352 | 93638.7412 | 224076.194 | 587060.9155 | 168235.0411 | 418825.8744 |
Total P&L (%) | 317.7149 | 93.6387 | 224.0762 | 587.0609 | 168.235 | 418.8259 |
Avg Daily Profit (%) | 0.2151 | 0.0634 | 0.1517 | 0.1306 | 0.0668 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73320 | -39560 | -53123 | -578322 | -226352 | -458414 |
Profit Factor | 1.9159 | 1.5573 | 2.2528 | 1.306 | 1.1911 | 1.4035 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.0538 | 0.8565 | 1.239 | 0.7183 | 0.6551 | 0.7719 |
Largest Winning Trade | 69837 | 49115 | 69837 | 317734 | 192860 | 317734 |
Largest Losing Trade | -28620 | -28620 | -24944 | -258515 | -184578 | -258515 |
Avg Bars in Trades | 90 | 46 | 134 | 90 | 46 | 134 |
Avg Bars in Winners | 76 | 28 | 124 | 76 | 28 | 124 |
Avg Bars in Losers | 115 | 78 | 153 | 115 | 78 | 153 |
Bars Traded | 5607 | 1429 | 4178 | 5607 | 1429 | 4178 |
Profit Streak | 0 | 0 | 65.7344 | 0 | 0 | 65.7344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146340 | -106429 | 460300 | -176430 | -113794 | -42622 |
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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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