Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329060.912 | 28500.7111 | 300560.2009 | 1037820.1102 | 58784.7537 | 979035.3565 |
Total P&L (%) | 329.0609 | 28.5007 | 300.5602 | 1037.8201 | 58.7848 | 979.0354 |
Avg Daily Profit (%) | 0.2158 | 0.0187 | 0.1972 | 0.1596 | 0.0303 | 0.1562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31757 | -46589 | -13044 | -124668 | -190955 | -87073 |
Profit Factor | 3.3814 | 1.2731 | 9.8836 | 2.6279 | 1.1332 | 5.9901 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 56.1404 | 50 | 62.069 | 56.1404 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 2.6417 | 1.2731 | 6.04 | 2.053 | 1.1332 | 3.6606 |
Largest Winning Trade | 73838 | 73838 | 57607 | 319769 | 207058 | 319769 |
Largest Losing Trade | -28179 | -28179 | -10173 | -124668 | -124668 | -79823 |
Avg Bars in Trades | 48 | 31 | 65 | 48 | 31 | 65 |
Avg Bars in Winners | 71 | 35 | 99 | 71 | 35 | 99 |
Avg Bars in Losers | 19 | 27 | 8 | 19 | 27 | 8 |
Bars Traded | 2776 | 886 | 1890 | 2776 | 886 | 1890 |
Profit Streak | 0 | 21.0256 | 0 | 0 | 21.0256 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164481 | -191707 | 634840 | -165999 | -247622 | 636961 |
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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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