Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327727.6764 | 299007.2005 | 28720.4759 | 81637.4225 | 119297.7499 | -37660.3273 |
Total P&L (%) | 327.7277 | 299.0072 | 28.7205 | 81.6374 | 119.2978 | -37.6603 |
Avg Daily Profit (%) | 0.1761 | 0.1607 | 0.0154 | 0.0321 | 0.0422 | -0.0254 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95922 | -82226 | -99355 | -205559 | -140652 | -139849 |
Profit Factor | 1.588 | 2.4747 | 1.081 | 1.0916 | 1.3419 | 0.9305 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40.8451 | 41.6667 | 40 | 40.8451 | 41.6667 | 40 |
Ratio Avg Win / Avg Loss | 2.2999 | 3.4646 | 1.6215 | 1.581 | 1.8787 | 1.3958 |
Largest Winning Trade | 145851 | 145851 | 70344 | 116945 | 116945 | 78467 |
Largest Losing Trade | -49246 | -34917 | -49246 | -101602 | -75958 | -101602 |
Avg Bars in Trades | 74 | 67 | 82 | 74 | 67 | 82 |
Avg Bars in Winners | 128 | 112 | 146 | 128 | 112 | 146 |
Avg Bars in Losers | 37 | 34 | 40 | 37 | 34 | 40 |
Bars Traded | 5306 | 2413 | 2893 | 5306 | 2413 | 2893 |
Profit Streak | 0 | 0 | 39.0778 | 0 | 0 | 39.0778 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84465 | 315311 | -309121 | -363471 | -138315 | -582463 |
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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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