Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431577.3546 | 338265.5677 | 93311.787 | 648929.8612 | 452906.0629 | 196023.7984 |
Total P&L (%) | 431.5774 | 338.2656 | 93.3118 | 648.9299 | 452.9061 | 196.0238 |
Avg Daily Profit (%) | 0.2426 | 0.1902 | 0.0525 | 0.1133 | 0.0962 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109845 | -42891 | -108449 | -636137 | -293253 | -342883 |
Profit Factor | 1.9244 | 2.9348 | 1.3195 | 1.405 | 1.7202 | 1.2014 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 38.961 | 38.4615 | 39.4737 | 38.961 | 38.4615 | 39.4737 |
Ratio Avg Win / Avg Loss | 3.0149 | 4.6957 | 2.0232 | 2.2012 | 2.7524 | 1.8422 |
Largest Winning Trade | 138521 | 138521 | 77706 | 444118 | 219941 | 444118 |
Largest Losing Trade | -41562 | -14508 | -41562 | -220331 | -157071 | -220331 |
Avg Bars in Trades | 88 | 62 | 115 | 88 | 62 | 115 |
Avg Bars in Winners | 173 | 121 | 225 | 173 | 121 | 225 |
Avg Bars in Losers | 34 | 26 | 44 | 34 | 26 | 44 |
Bars Traded | 6843 | 2446 | 4397 | 6843 | 2446 | 4397 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38930 | 312289 | -125627 | -90109 | -65769 | -114918 |
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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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