Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393201.9522 | 264324.1175 | 128877.8346 | 476069.5896 | 188876.2329 | 287193.3567 |
Total P&L (%) | 393.202 | 264.3241 | 128.8778 | 476.0696 | 188.8762 | 287.1934 |
Avg Daily Profit (%) | 0.2884 | 0.1939 | 0.0945 | 0.1285 | 0.0778 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74670 | -57370 | -52029 | -307734 | -341686 | -167347 |
Profit Factor | 2.0392 | 2.1916 | 1.8232 | 1.4142 | 1.2817 | 1.5998 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 48.4848 | 58.8235 | 53.7313 | 48.4848 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.756 | 2.3286 | 1.2762 | 1.2178 | 1.3618 | 1.1199 |
Largest Winning Trade | 152241 | 152241 | 33051 | 166341 | 165401 | 166341 |
Largest Losing Trade | -44857 | -29981 | -44857 | -184695 | -184695 | -121949 |
Avg Bars in Trades | 58 | 76 | 40 | 58 | 76 | 40 |
Avg Bars in Winners | 62 | 71 | 54 | 62 | 71 | 54 |
Avg Bars in Losers | 53 | 80 | 21 | 53 | 80 | 21 |
Bars Traded | 3897 | 2508 | 1389 | 3897 | 2508 | 1389 |
Profit Streak | 0 | 127.1093 | 0 | 0 | 127.1093 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108263 | 435017 | -63289 | -141177 | -88700 | -57300 |
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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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