Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308888.9076 | 115706.8249 | 193182.0827 | 151532.1861 | 84190.3128 | 67341.8733 |
Total P&L (%) | 308.8889 | 115.7068 | 193.1821 | 151.5322 | 84.1903 | 67.3419 |
Avg Daily Profit (%) | 0.205 | 0.0768 | 0.1282 | 0.0612 | 0.0405 | 0.0342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94260 | -78496 | -90582 | -140675 | -93834 | -196977 |
Profit Factor | 1.5403 | 1.389 | 1.7045 | 1.1898 | 1.2275 | 1.1572 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 55.9524 | 47.619 | 64.2857 | 55.9524 | 47.619 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.2126 | 1.5279 | 0.9469 | 0.9367 | 1.3503 | 0.6429 |
Largest Winning Trade | 62652 | 62652 | 43180 | 56832 | 56832 | 40027 |
Largest Losing Trade | -58232 | -32660 | -58232 | -113573 | -46443 | -113573 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 34 | 34 | 35 | 34 | 34 | 35 |
Avg Bars in Losers | 35 | 36 | 35 | 35 | 36 | 35 |
Bars Traded | 2961 | 1475 | 1486 | 2961 | 1475 | 1486 |
Profit Streak | 0 | 109.0982 | 0 | 0 | 109.0982 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367630 | -88619 | -19539 | -123586 | -139038 | -194786 |
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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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