Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553286.608 | 478224.3517 | 75062.2563 | 227714.3569 | 155119.4464 | 72594.9105 |
Total P&L (%) | 553.2866 | 478.2244 | 75.0623 | 227.7144 | 155.1194 | 72.5949 |
Avg Daily Profit (%) | 0.2212 | 0.1912 | 0.03 | 0.0475 | 0.0374 | 0.0218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106315 | -124651 | -95586 | -285169 | -331559 | -198122 |
Profit Factor | 1.9799 | 2.5831 | 1.2859 | 1.1767 | 1.2113 | 1.1309 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 43.4211 | 39.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5799 | 3.9608 | 1.4288 | 1.5333 | 1.8574 | 1.2566 |
Largest Winning Trade | 411962 | 411962 | 55467 | 278739 | 278739 | 108254 |
Largest Losing Trade | -35795 | -34193 | -35795 | -105295 | -105295 | -81478 |
Avg Bars in Trades | 62 | 56 | 69 | 62 | 56 | 69 |
Avg Bars in Winners | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Losers | 33 | 28 | 40 | 33 | 28 | 40 |
Bars Traded | 4777 | 2130 | 2647 | 4777 | 2130 | 2647 |
Profit Streak | 0 | 0 | 255.4738 | 0 | 0 | 255.4738 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44355 | 302065 | -152838 | -210888 | -146304 | -240275 |
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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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