Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357831.8377 | 397807.1406 | -39975.3028 | 33356.4167 | 6404.5124 | 26951.9043 |
Total P&L (%) | 357.8318 | 397.8071 | -39.9753 | 33.3564 | 6.4045 | 26.9519 |
Avg Daily Profit (%) | 0.1837 | 0.2042 | -0.0205 | 0.0148 | 0.0032 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272587 | -42343 | -210986 | -115413 | -77154 | -40574 |
Profit Factor | 1.5207 | 2.4881 | 0.9048 | 1.0815 | 1.0339 | 1.1222 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 15 | 18 | 37 | 17 | 20 |
Losing Trades | 37 | 20 | 17 | 33 | 18 | 15 |
Profitability (%) | 47.1429 | 42.8571 | 51.4286 | 52.8571 | 48.5714 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.705 | 3.3174 | 0.8545 | 0.9645 | 1.0947 | 0.8417 |
Largest Winning Trade | 324402 | 324402 | 58079 | 82601 | 51864 | 82601 |
Largest Losing Trade | -164292 | -37904 | -164292 | -110529 | -39247 | -110529 |
Avg Bars in Trades | 53 | 38 | 68 | 53 | 38 | 68 |
Avg Bars in Winners | 72 | 50 | 90 | 70 | 50 | 87 |
Avg Bars in Losers | 36 | 28 | 45 | 34 | 26 | 43 |
Bars Traded | 3737 | 1331 | 2406 | 3737 | 1331 | 2406 |
Profit Streak | 0 | 0 | 39.0214 | 0 | 0 | 39.0214 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89863 | 346022 | -580055 | -406639 | -538144 | -266159 |
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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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