Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483263.5902 | 392217.3795 | 91046.2107 | 612807.777 | -33064.1191 | 645871.896 |
Total P&L (%) | 483.2636 | 392.2174 | 91.0462 | 612.8078 | -33.0641 | 645.8719 |
Avg Daily Profit (%) | 0.2445 | 0.1984 | 0.0461 | 0.0994 | -0.0203 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105100 | -41531 | -185823 | -930609 | -506325 | -597385 |
Profit Factor | 2.0588 | 3.4596 | 1.3066 | 1.3019 | 0.9704 | 1.7067 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 55.5556 | 62.5 | 48.3871 | 55.5556 | 62.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.6471 | 2.0758 | 1.3937 | 1.0415 | 0.5822 | 1.8205 |
Largest Winning Trade | 115951 | 115951 | 72706 | 358951 | 257471 | 358951 |
Largest Losing Trade | -65930 | -41531 | -65930 | -506325 | -506325 | -481789 |
Avg Bars in Trades | 120 | 109 | 131 | 120 | 109 | 131 |
Avg Bars in Winners | 169 | 139 | 209 | 169 | 139 | 209 |
Avg Bars in Losers | 59 | 60 | 58 | 59 | 60 | 58 |
Bars Traded | 7590 | 3516 | 4073 | 7590 | 3516 | 4073 |
Profit Streak | 0 | 0 | 650.4284 | 0 | 0 | 650.4284 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138364 | 569252 | -130979 | -210032 | -579190 | -53260 |
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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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