Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514008.1511 | 420943.6656 | 93064.4855 | 594570.2558 | 302238.589 | 292331.6668 |
Total P&L (%) | 514.0082 | 420.9437 | 93.0645 | 594.5703 | 302.2386 | 292.3317 |
Avg Daily Profit (%) | 0.2193 | 0.1796 | 0.0397 | 0.0827 | 0.0594 | 0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146515 | -48731 | -125554 | -1219483 | -642585 | -592600 |
Profit Factor | 1.9996 | 3.3826 | 1.2757 | 1.1764 | 1.2388 | 1.1389 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6187 | 3.0443 | 0.9278 | 0.9523 | 1.1149 | 0.8283 |
Largest Winning Trade | 254336 | 254336 | 61504 | 392727 | 317661 | 392727 |
Largest Losing Trade | -46580 | -24571 | -46580 | -475071 | -333451 | -475071 |
Avg Bars in Trades | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Winners | 113 | 111 | 115 | 113 | 111 | 115 |
Avg Bars in Losers | 59 | 57 | 62 | 59 | 57 | 62 |
Bars Traded | 6799 | 3249 | 3550 | 6799 | 3249 | 3550 |
Profit Streak | 0 | 0 | 69.9645 | 0 | 0 | 69.9645 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40815 | 513696 | -139587 | -163052 | -113534 | -182443 |
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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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