Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471740.3347 | 283415.4912 | 188324.8435 | 667691.6037 | 315231.57 | 352460.0337 |
Total P&L (%) | 471.7403 | 283.4155 | 188.3248 | 667.6916 | 315.2316 | 352.46 |
Avg Daily Profit (%) | 0.2603 | 0.1564 | 0.1039 | 0.1125 | 0.0786 | 0.0833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88185 | -17505 | -88002 | -971486 | -86805 | -980863 |
Profit Factor | 2.5062 | 3.6282 | 1.9171 | 1.3305 | 1.6165 | 1.2336 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 43.8596 | 48.2759 | 39.2857 | 43.8596 | 48.2759 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.208 | 3.8874 | 2.9627 | 1.703 | 1.732 | 1.9064 |
Largest Winning Trade | 268360 | 268360 | 67673 | 401993 | 185386 | 401993 |
Largest Losing Trade | -53228 | -15371 | -53228 | -721383 | -73090 | -721383 |
Avg Bars in Trades | 170 | 49 | 296 | 170 | 49 | 296 |
Avg Bars in Winners | 337 | 82 | 660 | 337 | 82 | 660 |
Avg Bars in Losers | 40 | 19 | 59 | 40 | 19 | 59 |
Bars Traded | 9736 | 1447 | 8289 | 9736 | 1447 | 8289 |
Profit Streak | 0 | 0 | 289.5881 | 0 | 0 | 289.5881 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168973 | 479223 | -74857 | -222846 | -85682 | -105158 |
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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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