Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337848.9716 | 30145.7896 | 307703.182 | 243106.6492 | 274839.7854 | -31733.1362 |
Total P&L (%) | 337.849 | 30.1458 | 307.7032 | 243.1066 | 274.8398 | -31.7331 |
Avg Daily Profit (%) | 0.2195 | 0.0196 | 0.1999 | 0.0801 | 0.0859 | -0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97503 | -60854 | -89828 | -2015089 | -208721 | -1973059 |
Profit Factor | 2.2472 | 1.1729 | 4.187 | 1.0881 | 1.3618 | 0.9841 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 13 | 10 | 3 | 13 | 10 | 3 |
Profitability (%) | 83.1169 | 74.359 | 92.1053 | 83.1169 | 74.359 | 92.1053 |
Ratio Avg Win / Avg Loss | 0.4565 | 0.4045 | 0.3589 | 0.221 | 0.4696 | 0.0844 |
Largest Winning Trade | 34891 | 34891 | 33664 | 237025 | 237025 | 234964 |
Largest Losing Trade | -89828 | -43950 | -89828 | -1973059 | -175195 | -1973059 |
Avg Bars in Trades | 34 | 26 | 41 | 34 | 26 | 41 |
Avg Bars in Winners | 17 | 11 | 22 | 17 | 11 | 22 |
Avg Bars in Losers | 115 | 70 | 266 | 115 | 70 | 266 |
Bars Traded | 2625 | 1032 | 1593 | 2625 | 1032 | 1593 |
Profit Streak | 0 | 0 | 255.6588 | 0 | 0 | 255.6588 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32521 | -198334 | 666623 | -253130 | -76068 | -574301 |
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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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