Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237621.8384 | 29910.6023 | 207711.2361 | 338723.3747 | 38337.2682 | 300386.1065 |
Total P&L (%) | 237.6218 | 29.9106 | 207.7112 | 338.7234 | 38.3373 | 300.3861 |
Avg Daily Profit (%) | 0.1846 | 0.0232 | 0.1614 | 0.1149 | 0.0252 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81405 | -55532 | -35470 | -164644 | -119311 | -79052 |
Profit Factor | 1.9296 | 1.1734 | 3.4977 | 1.5882 | 1.1044 | 2.44 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 44.2857 | 37.1429 | 51.4286 | 44.2857 | 37.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.4275 | 1.9858 | 3.3034 | 1.9981 | 1.869 | 2.3045 |
Largest Winning Trade | 60260 | 54782 | 60260 | 168709 | 121270 | 168709 |
Largest Losing Trade | -24862 | -24862 | -21101 | -74783 | -74783 | -60979 |
Avg Bars in Trades | 105 | 81 | 129 | 105 | 81 | 129 |
Avg Bars in Winners | 192 | 184 | 197 | 192 | 184 | 197 |
Avg Bars in Losers | 36 | 20 | 57 | 36 | 20 | 57 |
Bars Traded | 7400 | 2860 | 4540 | 7400 | 2860 | 4540 |
Profit Streak | 0 | 0 | 6.7441 | 0 | 0 | 6.7441 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89845 | -198592 | 534382 | -137588 | -271155 | -43515 |
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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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