Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289252.1724 | 61035.9831 | 228216.1893 | 345620.8842 | 158856.2021 | 186764.6821 |
Total P&L (%) | 289.2522 | 61.036 | 228.2162 | 345.6209 | 158.8562 | 186.7647 |
Avg Daily Profit (%) | 0.1902 | 0.0401 | 0.15 | 0.0983 | 0.0626 | 0.0693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72339 | -52315 | -63286 | -546138 | -302990 | -420292 |
Profit Factor | 1.9176 | 1.5437 | 2.1244 | 1.2121 | 1.2937 | 1.1716 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.0794 | 62.5 | 67.7419 | 65.0794 | 62.5 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.0289 | 0.9262 | 1.0116 | 0.6504 | 0.7762 | 0.5579 |
Largest Winning Trade | 56905 | 34855 | 56905 | 169031 | 118192 | 169031 |
Largest Losing Trade | -63286 | -27730 | -63286 | -344317 | -201572 | -344317 |
Avg Bars in Trades | 64 | 40 | 88 | 64 | 40 | 88 |
Avg Bars in Winners | 70 | 34 | 105 | 70 | 34 | 105 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 4038 | 1299 | 2739 | 4038 | 1299 | 2739 |
Profit Streak | 0 | 0 | 78.2301 | 0 | 0 | 78.2301 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138977 | -138404 | 465879 | -212913 | -109438 | -131083 |
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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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