Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335134.2721 | 29323.4354 | 305810.8367 | 766218.219 | 131068.1546 | 635150.0644 |
Total P&L (%) | 335.1343 | 29.3234 | 305.8108 | 766.2182 | 131.0682 | 635.1501 |
Avg Daily Profit (%) | 0.2199 | 0.0192 | 0.2006 | 0.1417 | 0.055 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52897 | -88238 | -50572 | -309227 | -247617 | -144352 |
Profit Factor | 2 | 1.1243 | 4.0836 | 1.9109 | 1.228 | 3.3845 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 64.1026 | 56.4103 | 71.7949 | 64.1026 | 56.4103 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.12 | 0.8688 | 1.6043 | 1.0701 | 0.9489 | 1.3296 |
Largest Winning Trade | 37520 | 33122 | 37520 | 117056 | 117056 | 114619 |
Largest Losing Trade | -52897 | -52897 | -16702 | -228168 | -228168 | -81059 |
Avg Bars in Trades | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Winners | 64 | 58 | 68 | 64 | 58 | 68 |
Avg Bars in Losers | 97 | 102 | 91 | 97 | 102 | 91 |
Bars Traded | 5958 | 3031 | 2927 | 5958 | 3031 | 2927 |
Profit Streak | 0 | 0 | 278.2461 | 0 | 0 | 278.2461 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26191 | -254975 | 684370 | -37554 | -120693 | -8150 |
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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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