Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260561.4638 | 188753.5824 | 71807.8814 | 92503.2924 | 96902.3519 | -4399.0594 |
Total P&L (%) | 260.5615 | 188.7536 | 71.8079 | 92.5033 | 96.9024 | -4.3991 |
Avg Daily Profit (%) | 0.2502 | 0.1812 | 0.0689 | 0.0629 | 0.0651 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86702 | -37590 | -86702 | -104137 | -56915 | -106296 |
Profit Factor | 1.8339 | 2.4651 | 1.3911 | 1.3179 | 1.8269 | 0.9747 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 70.4225 | 69.4444 | 71.4286 | 70.4225 | 69.4444 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7703 | 1.0847 | 0.5564 | 0.5535 | 0.8038 | 0.3899 |
Largest Winning Trade | 67382 | 67382 | 22384 | 65600 | 65600 | 31578 |
Largest Losing Trade | -86702 | -29067 | -86702 | -104137 | -39569 | -104137 |
Avg Bars in Trades | 345 | 370 | 318 | 345 | 370 | 318 |
Avg Bars in Winners | 264 | 273 | 255 | 264 | 273 | 255 |
Avg Bars in Losers | 536 | 591 | 475 | 536 | 591 | 475 |
Bars Traded | 24498 | 13348 | 11150 | 24498 | 13348 | 11150 |
Profit Streak | 0 | 0 | 53.7691 | 0 | 0 | 53.7691 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79600 | 488364 | -98583 | -198769 | -102842 | -577447 |
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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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