Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315563.6327 | 227094.4365 | 88469.1962 | 251761.4687 | 142556.7215 | 109204.7472 |
Total P&L (%) | 315.5636 | 227.0944 | 88.4692 | 251.7615 | 142.5567 | 109.2047 |
Avg Daily Profit (%) | 0.2605 | 0.1874 | 0.073 | 0.1039 | 0.0732 | 0.0609 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68574 | -81417 | -65270 | -158973 | -220203 | -95994 |
Profit Factor | 1.9416 | 2.2164 | 1.596 | 1.3812 | 1.3769 | 1.3869 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 54.7945 | 41.6667 | 67.5676 | 54.7945 | 41.6667 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.6018 | 3.1029 | 0.7661 | 1.1395 | 1.9276 | 0.6657 |
Largest Winning Trade | 148557 | 148557 | 32839 | 191616 | 191616 | 49395 |
Largest Losing Trade | -52614 | -27983 | -52614 | -74554 | -74554 | -68823 |
Avg Bars in Trades | 59 | 97 | 21 | 59 | 97 | 21 |
Avg Bars in Winners | 62 | 132 | 20 | 62 | 132 | 20 |
Avg Bars in Losers | 55 | 72 | 24 | 55 | 72 | 24 |
Bars Traded | 4329 | 3516 | 813 | 4329 | 3516 | 813 |
Profit Streak | 0 | 179.125 | 0 | 0 | 179.125 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63552 | 355409 | -92653 | -129106 | -95447 | -110034 |
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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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