Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315314.4037 | 52101.3701 | 263213.0337 | 445645.2132 | 62762.7783 | 382882.4349 |
Total P&L (%) | 315.3144 | 52.1014 | 263.213 | 445.6452 | 62.7628 | 382.8824 |
Avg Daily Profit (%) | 0.2064 | 0.0341 | 0.1723 | 0.1111 | 0.0319 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85983 | -58436 | -51008 | -841714 | -700620 | -522641 |
Profit Factor | 1.6658 | 1.2189 | 2.1169 | 1.1332 | 1.0403 | 1.214 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 60 | 36 | 24 | 61 | 36 | 25 |
Profitability (%) | 44.0367 | 34.5455 | 53.7037 | 44.0367 | 34.5455 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.0822 | 2.3096 | 1.752 | 1.4401 | 1.9711 | 1.0465 |
Largest Winning Trade | 61524 | 61524 | 61162 | 434751 | 434751 | 434590 |
Largest Losing Trade | -27224 | -16650 | -27224 | -320061 | -181442 | -320061 |
Avg Bars in Trades | 81 | 60 | 103 | 81 | 60 | 103 |
Avg Bars in Winners | 120 | 79 | 147 | 120 | 79 | 147 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 52 |
Bars Traded | 8928 | 3335 | 5593 | 8928 | 3335 | 5593 |
Profit Streak | 0 | 0 | 37.9778 | 0 | 0 | 37.9778 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316848 | -334179 | -167620 | -120700 | -512180 | -234807 |
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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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