Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256718.7407 | 199787.5458 | 56931.1949 | 264206.2233 | 102079.8222 | 162126.4011 |
Total P&L (%) | 256.7187 | 199.7875 | 56.9312 | 264.2062 | 102.0798 | 162.1264 |
Avg Daily Profit (%) | 0.2358 | 0.1835 | 0.0523 | 0.1188 | 0.0647 | 0.0886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115850 | -86764 | -66530 | -804481 | -694911 | -311067 |
Profit Factor | 1.7274 | 2.0263 | 1.3597 | 1.1411 | 1.0885 | 1.2253 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 65.3846 | 66.6667 | 64.1026 | 65.3846 | 66.6667 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.9145 | 1.0132 | 0.7614 | 0.6041 | 0.5443 | 0.6862 |
Largest Winning Trade | 121400 | 121400 | 22661 | 166734 | 166734 | 74358 |
Largest Losing Trade | -46069 | -46069 | -26480 | -266685 | -266685 | -115024 |
Avg Bars in Trades | 79 | 93 | 64 | 79 | 93 | 64 |
Avg Bars in Winners | 53 | 62 | 45 | 53 | 62 | 45 |
Avg Bars in Losers | 127 | 156 | 99 | 127 | 156 | 99 |
Bars Traded | 6177 | 3647 | 2530 | 6177 | 3647 | 2530 |
Profit Streak | 0 | 59.6241 | 0 | 0 | 59.6241 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28081 | 481634 | -123311 | -137878 | -228261 | -74903 |
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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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