Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276966.3072 | 116632.113 | 160334.1942 | 485433.0055 | 55348.3203 | 430084.6852 |
Total P&L (%) | 276.9663 | 116.6321 | 160.3342 | 485.433 | 55.3483 | 430.0847 |
Avg Daily Profit (%) | 0.2722 | 0.1146 | 0.1576 | 0.1738 | 0.0433 | 0.1641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76916 | -82233 | -51955 | -470205 | -581557 | -289502 |
Profit Factor | 2.0494 | 1.7093 | 2.6116 | 1.3521 | 1.0617 | 1.8916 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.2388 | 50 | 54.5455 | 52.2388 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.8737 | 1.7093 | 2.1763 | 1.2362 | 1.0617 | 1.5763 |
Largest Winning Trade | 92906 | 92906 | 44163 | 292286 | 292286 | 226854 |
Largest Losing Trade | -30702 | -30702 | -30256 | -231509 | -231509 | -178753 |
Avg Bars in Trades | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Winners | 79 | 64 | 92 | 79 | 64 | 92 |
Avg Bars in Losers | 33 | 31 | 35 | 33 | 31 | 35 |
Bars Traded | 3844 | 1644 | 2200 | 3844 | 1644 | 2200 |
Profit Streak | 67.7211 | 72.7211 | 0 | 67.7211 | 72.7211 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108017 | -36191 | 460920 | -112351 | -288110 | 412892 |
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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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