Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275456.552 | 84720.0994 | 190736.4525 | 326190.6476 | 79462.1651 | 246728.4825 |
Total P&L (%) | 275.4566 | 84.7201 | 190.7365 | 326.1906 | 79.4622 | 246.7285 |
Avg Daily Profit (%) | 0.2136 | 0.0657 | 0.1479 | 0.1125 | 0.0454 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58477 | -45492 | -44552 | -360806 | -245110 | -292646 |
Profit Factor | 2.2403 | 1.6984 | 2.8924 | 1.4312 | 1.219 | 1.6268 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7203 | 2.6892 | 2.7116 | 1.7379 | 1.9301 | 1.5251 |
Largest Winning Trade | 154785 | 154785 | 55992 | 354201 | 354201 | 261789 |
Largest Losing Trade | -36155 | -29434 | -36155 | -258677 | -168954 | -258677 |
Avg Bars in Trades | 59 | 43 | 75 | 59 | 43 | 75 |
Avg Bars in Winners | 85 | 31 | 125 | 85 | 31 | 125 |
Avg Bars in Losers | 38 | 51 | 21 | 38 | 51 | 21 |
Bars Traded | 3681 | 1355 | 2326 | 3681 | 1355 | 2326 |
Profit Streak | 0 | 0 | 59.1115 | 0 | 0 | 59.1115 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148379 | -106406 | 417096 | -201187 | -136047 | -59460 |
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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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