Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467158.15 | 203868.7036 | 263289.4464 | 1981116.7845 | 1335681.0257 | 645435.7588 |
Total P&L (%) | 467.1582 | 203.8687 | 263.2894 | 1981.1168 | 1335.681 | 645.4358 |
Avg Daily Profit (%) | 0.4592 | 0.2004 | 0.2588 | 0.2988 | 0.2622 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64808 | -52172 | -52093 | -944534 | -519550 | -826034 |
Profit Factor | 2.3775 | 2.0557 | 2.8031 | 1.5807 | 1.909 | 1.3323 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 63.7681 | 51.4286 | 76.4706 | 63.7681 | 51.4286 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.3509 | 1.9415 | 0.8625 | 0.8981 | 1.803 | 0.4099 |
Largest Winning Trade | 66746 | 66746 | 41465 | 837183 | 837183 | 367645 |
Largest Losing Trade | -50146 | -25038 | -50146 | -826034 | -267198 | -826034 |
Avg Bars in Trades | 80 | 66 | 95 | 80 | 66 | 95 |
Avg Bars in Winners | 73 | 50 | 89 | 73 | 50 | 89 |
Avg Bars in Losers | 94 | 84 | 115 | 94 | 84 | 115 |
Bars Traded | 5579 | 2335 | 3244 | 5579 | 2335 | 3244 |
Profit Streak | 0 | 0 | 136.493 | 0 | 0 | 136.493 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90960 | 421479 | 542537 | -95200 | 445312 | 396238 |
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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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