Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314473.3738 | 70542.4396 | 243930.9342 | 387191.4938 | 6473.2963 | 380718.1974 |
Total P&L (%) | 314.4734 | 70.5424 | 243.9309 | 387.1915 | 6.4733 | 380.7182 |
Avg Daily Profit (%) | 0.2054 | 0.0461 | 0.1593 | 0.1035 | 0.0041 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93571 | -79111 | -56905 | -629716 | -504421 | -307978 |
Profit Factor | 1.8723 | 1.2975 | 2.9774 | 1.303 | 1.008 | 1.8103 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 49.2308 | 40.625 | 57.5758 | 49.2308 | 40.625 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.9308 | 1.8963 | 2.1938 | 1.3437 | 1.4732 | 1.3339 |
Largest Winning Trade | 90722 | 90722 | 73090 | 247584 | 224701 | 247584 |
Largest Losing Trade | -43696 | -30646 | -43696 | -232537 | -197800 | -232537 |
Avg Bars in Trades | 67 | 58 | 77 | 67 | 58 | 77 |
Avg Bars in Winners | 83 | 59 | 99 | 83 | 59 | 99 |
Avg Bars in Losers | 52 | 57 | 46 | 52 | 57 | 46 |
Bars Traded | 4419 | 1874 | 2545 | 4419 | 1874 | 2545 |
Profit Streak | 0 | 15.9848 | 0 | 0 | 15.9848 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125077 | -133292 | 501014 | -191026 | -567935 | -52716 |
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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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