Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366112.1176 | 136992.4627 | 229119.6549 | 751774.7201 | -44961.3365 | 796736.0566 |
Total P&L (%) | 366.1121 | 136.9925 | 229.1197 | 751.7747 | -44.9613 | 796.7361 |
Avg Daily Profit (%) | 0.2423 | 0.0907 | 0.1516 | 0.1419 | -0.0395 | 0.1453 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53068 | -45412 | -32496 | -621928 | -530801 | -314531 |
Profit Factor | 2.4056 | 2.0526 | 2.7581 | 1.4406 | 0.95 | 1.9881 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 24 | 7 | 17 | 24 | 7 | 17 |
Losing Trades | 46 | 28 | 18 | 46 | 28 | 18 |
Profitability (%) | 34.2857 | 20 | 48.5714 | 34.2857 | 20 | 48.5714 |
Ratio Avg Win / Avg Loss | 4.6107 | 8.2105 | 2.9203 | 2.7611 | 3.8002 | 2.1051 |
Largest Winning Trade | 155637 | 155637 | 65950 | 531627 | 332369 | 531627 |
Largest Losing Trade | -21913 | -16889 | -21913 | -151301 | -130858 | -151301 |
Avg Bars in Trades | 39 | 22 | 57 | 39 | 22 | 57 |
Avg Bars in Winners | 94 | 71 | 103 | 94 | 71 | 103 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 2779 | 784 | 1995 | 2779 | 784 | 1995 |
Profit Streak | 0 | 0 | 20.1007 | 0 | 0 | 20.1007 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92323 | -119604 | 448590 | -106063 | -629583 | 183035 |
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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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