Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363459.2294 | 93090.2852 | 270368.9442 | 1047813.7186 | -282178.9368 | 1329992.6553 |
Total P&L (%) | 363.4592 | 93.0903 | 270.3689 | 1047.8137 | -282.1789 | 1329.9927 |
Avg Daily Profit (%) | 0.2445 | 0.0626 | 0.1819 | 0.1643 | 0 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61298 | -78166 | -34760 | -965827 | -1303580 | -488573 |
Profit Factor | 2.4795 | 1.591 | 4.0677 | 1.3427 | 0.8625 | 2.3222 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.4795 | 2.0152 | 3.2114 | 1.3427 | 1.0925 | 1.8333 |
Largest Winning Trade | 121000 | 121000 | 67473 | 557081 | 557081 | 495293 |
Largest Losing Trade | -25654 | -25654 | -20608 | -401057 | -401057 | -279160 |
Avg Bars in Trades | 73 | 40 | 106 | 73 | 40 | 106 |
Avg Bars in Winners | 100 | 41 | 145 | 100 | 41 | 145 |
Avg Bars in Losers | 46 | 39 | 55 | 46 | 39 | 55 |
Bars Traded | 4990 | 1385 | 3605 | 4990 | 1385 | 3605 |
Profit Streak | 0 | 0 | 194.7143 | 0 | 0 | 194.7143 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100773 | -108654 | 572872 | -105422 | -581416 | 490208 |
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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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