Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482806.6839 | 227101.8382 | 255704.8456 | 388722.8642 | 22268.7624 | 366454.1018 |
Total P&L (%) | 482.8067 | 227.1018 | 255.7048 | 388.7229 | 22.2688 | 366.4541 |
Avg Daily Profit (%) | 0.3269 | 0.1538 | 0.1732 | 0.1075 | 0.0136 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118996 | -88583 | -86620 | -197336 | -138112 | -113547 |
Profit Factor | 2.165 | 1.8858 | 2.618 | 1.6049 | 1.0522 | 2.6948 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64 | 56.7568 | 71.0526 | 64 | 56.7568 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.2178 | 1.4368 | 1.0666 | 0.9027 | 0.8017 | 1.0979 |
Largest Winning Trade | 157011 | 157011 | 47706 | 202705 | 202705 | 133935 |
Largest Losing Trade | -82943 | -65187 | -82943 | -138112 | -138112 | -112585 |
Avg Bars in Trades | 64 | 92 | 38 | 64 | 92 | 38 |
Avg Bars in Winners | 54 | 72 | 40 | 54 | 72 | 40 |
Avg Bars in Losers | 83 | 117 | 32 | 83 | 117 | 32 |
Bars Traded | 4867 | 3407 | 1460 | 4867 | 3407 | 1460 |
Profit Streak | 216.0537 | 0 | 370.8037 | 216.0537 | 0 | 370.8037 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46879 | 380743 | 552864 | -107809 | -343901 | -45576 |
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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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