Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694759.8562 | 561812.6153 | 132947.2409 | 356479.6035 | 169138.932 | 187340.6715 |
Total P&L (%) | 694.7599 | 561.8126 | 132.9472 | 356.4796 | 169.1389 | 187.3407 |
Avg Daily Profit (%) | 0.3654 | 0.2955 | 0.0699 | 0.0799 | 0.0521 | 0.0555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124173 | -105584 | -76175 | -855474 | -743533 | -511288 |
Profit Factor | 2.1764 | 2.6356 | 1.5381 | 1.1185 | 1.0984 | 1.1455 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 50 | 57.5758 | 53.7313 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.8741 | 2.6356 | 1.1333 | 0.9632 | 1.0984 | 0.844 |
Largest Winning Trade | 346187 | 346187 | 60940 | 498365 | 498365 | 321411 |
Largest Losing Trade | -59542 | -57255 | -59542 | -431108 | -372023 | -431108 |
Avg Bars in Trades | 165 | 136 | 195 | 165 | 136 | 195 |
Avg Bars in Winners | 213 | 176 | 246 | 213 | 176 | 246 |
Avg Bars in Losers | 108 | 95 | 125 | 108 | 95 | 125 |
Bars Traded | 11070 | 4626 | 6444 | 11070 | 4626 | 6444 |
Profit Streak | 0 | 0 | 554.8276 | 0 | 0 | 554.8276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106923 | 499083 | -96496 | -298599 | -235703 | -179379 |
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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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