Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117519.8435 | 109689.0134 | 7830.8301 | 1224925.7513 | 125756.271 | 1099169.4802 |
Total P&L (%) | 117.5198 | 109.689 | 7.8308 | 1224.9258 | 125.7563 | 1099.1695 |
Avg Daily Profit (%) | 0.0865 | 0.0808 | 0.0058 | 0.1905 | 0.06 | 0.1831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320962 | -20255 | -360555 | -855579 | -142332 | -826298 |
Profit Factor | 1.2041 | 2.3287 | 1.0159 | 1.6527 | 1.2383 | 1.8149 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 74 | 37 | 37 | 66 | 31 | 35 |
Losing Trades | 17 | 9 | 8 | 25 | 15 | 10 |
Profitability (%) | 81.3187 | 80.4348 | 82.2222 | 72.5275 | 67.3913 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.2766 | 0.5664 | 0.2197 | 0.626 | 0.5992 | 0.5185 |
Largest Winning Trade | 30693 | 15688 | 30693 | 466505 | 65113 | 466505 |
Largest Losing Trade | -275389 | -20255 | -275389 | -756388 | -142332 | -756388 |
Avg Bars in Trades | 25 | 2 | 47 | 25 | 2 | 47 |
Avg Bars in Winners | 15 | 2 | 29 | 21 | 2 | 39 |
Avg Bars in Losers | 65 | 6 | 133 | 33 | 4 | 77 |
Bars Traded | 2285 | 134 | 2151 | 2285 | 134 | 2151 |
Profit Streak | 0 | 0 | 283.322 | 0 | 0 | 283.322 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74774 | -79170 | -550014 | 432970 | -112187 | 491794 |
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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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