Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297783.1243 | 47494.3136 | 250288.8107 | 335730.6118 | 13680.9855 | 322049.6262 |
Total P&L (%) | 297.7831 | 47.4943 | 250.2888 | 335.7306 | 13.681 | 322.0496 |
Avg Daily Profit (%) | 0.1963 | 0.0313 | 0.165 | 0.0971 | 0.0085 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87195 | -61055 | -44453 | -301716 | -236487 | -131699 |
Profit Factor | 1.7408 | 1.211 | 2.4145 | 1.3946 | 1.0296 | 1.827 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 43.0769 | 33.3333 | 53.125 | 43.0769 | 33.3333 | 53.125 |
Ratio Avg Win / Avg Loss | 2.3003 | 2.4221 | 2.1304 | 1.8428 | 2.0593 | 1.612 |
Largest Winning Trade | 74650 | 74650 | 73206 | 136287 | 136287 | 135655 |
Largest Losing Trade | -30014 | -21601 | -30014 | -54982 | -54982 | -53945 |
Avg Bars in Trades | 136 | 87 | 186 | 136 | 87 | 186 |
Avg Bars in Winners | 227 | 147 | 279 | 227 | 147 | 279 |
Avg Bars in Losers | 67 | 57 | 82 | 67 | 57 | 82 |
Bars Traded | 8868 | 2886 | 5982 | 8868 | 2886 | 5982 |
Profit Streak | 0 | 0 | 42.329 | 0 | 0 | 42.329 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128080 | -158477 | 462444 | -200590 | -426107 | -61809 |
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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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