Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257561.9776 | 168292.1023 | 89269.8753 | 364627.0513 | 206788.7826 | 157838.2687 |
Total P&L (%) | 257.562 | 168.2921 | 89.2699 | 364.6271 | 206.7888 | 157.8383 |
Avg Daily Profit (%) | 0.4463 | 0.2916 | 0.1547 | 0.2665 | 0.1944 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75358 | -54950 | -35618 | -343977 | -256145 | -182547 |
Profit Factor | 2.0223 | 2.0506 | 1.9729 | 1.343 | 1.3097 | 1.3992 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 39.726 | 32.4324 | 47.2222 | 39.726 | 32.4324 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.0683 | 4.272 | 2.205 | 2.0377 | 2.7286 | 1.5638 |
Largest Winning Trade | 113358 | 113358 | 34078 | 227737 | 227737 | 110114 |
Largest Losing Trade | -23955 | -23955 | -15440 | -136442 | -136442 | -77420 |
Avg Bars in Trades | 181 | 171 | 192 | 181 | 171 | 192 |
Avg Bars in Winners | 297 | 317 | 282 | 297 | 317 | 282 |
Avg Bars in Losers | 105 | 100 | 112 | 105 | 100 | 112 |
Bars Traded | 13271 | 6332 | 6939 | 13271 | 6332 | 6939 |
Profit Streak | 0 | 0 | 501.1257 | 0 | 0 | 501.1257 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67093 | 183075 | 363364 | -71015 | 58013 | 296217 |
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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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