Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348917.5001 | 129123.0653 | 219794.4348 | 370173.0225 | 294245.0207 | 75928.0018 |
Total P&L (%) | 348.9175 | 129.1231 | 219.7944 | 370.173 | 294.245 | 75.928 |
Avg Daily Profit (%) | 0.2363 | 0.0874 | 0.1489 | 0.1049 | 0.0929 | 0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138367 | -61063 | -91679 | -773096 | -367489 | -585742 |
Profit Factor | 1.6687 | 1.4909 | 1.8495 | 1.1642 | 1.2829 | 1.0626 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 40.7407 | 30 | 51.2195 | 40.7407 | 30 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.4272 | 3.4787 | 1.7614 | 1.6934 | 2.9934 | 1.012 |
Largest Winning Trade | 102418 | 102418 | 70129 | 485705 | 485705 | 149946 |
Largest Losing Trade | -28557 | -25582 | -28557 | -174451 | -119728 | -174451 |
Avg Bars in Trades | 211 | 163 | 258 | 211 | 163 | 258 |
Avg Bars in Winners | 336 | 289 | 362 | 336 | 289 | 362 |
Avg Bars in Losers | 125 | 109 | 149 | 125 | 109 | 149 |
Bars Traded | 17127 | 6532 | 10595 | 17127 | 6532 | 10595 |
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 | -8786 | -81598 | 337295 | -111606 | -75536 | -293314 |
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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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