Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458321.7351 | 324904.3099 | 133417.4251 | 1136286.2728 | 493935.7789 | 642350.4939 |
Total P&L (%) | 458.3217 | 324.9043 | 133.4174 | 1136.2863 | 493.9358 | 642.3505 |
Avg Daily Profit (%) | 0.2083 | 0.1477 | 0.0606 | 0.1144 | 0.081 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73032 | -84474 | -55949 | -443952 | -477621 | -221742 |
Profit Factor | 2.0338 | 2.3264 | 1.6725 | 1.4782 | 1.3337 | 1.7168 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 52.2388 | 55.8824 | 48.4848 | 52.2388 | 55.8824 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.8595 | 1.8366 | 1.7771 | 1.3515 | 1.0529 | 1.8241 |
Largest Winning Trade | 117040 | 117040 | 57274 | 509987 | 509987 | 318924 |
Largest Losing Trade | -42589 | -42589 | -28381 | -243277 | -243277 | -99205 |
Avg Bars in Trades | 124 | 98 | 151 | 124 | 98 | 151 |
Avg Bars in Winners | 174 | 134 | 221 | 174 | 134 | 221 |
Avg Bars in Losers | 70 | 52 | 86 | 70 | 52 | 86 |
Bars Traded | 8363 | 3349 | 5014 | 8363 | 3349 | 5014 |
Profit Streak | 0 | 0 | 79.7186 | 0 | 0 | 79.7186 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109152 | 333306 | -108844 | -159450 | -83764 | -67656 |
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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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