Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331388.3838 | 22171.1077 | 309217.2761 | 1169834.5206 | 102870.5194 | 1066964.0013 |
Total P&L (%) | 331.3884 | 22.1711 | 309.2173 | 1169.8345 | 102.8705 | 1066.964 |
Avg Daily Profit (%) | 0.2181 | 0.0146 | 0.2035 | 0.1674 | 0.0466 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60936 | -62939 | -31879 | -267701 | -227743 | -96756 |
Profit Factor | 2.517 | 1.1611 | 4.8273 | 1.7944 | 1.1132 | 2.8933 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 60.241 | 52.381 | 68.2927 | 60.241 | 52.381 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.6612 | 1.0555 | 2.2413 | 1.1843 | 1.012 | 1.3433 |
Largest Winning Trade | 54173 | 47292 | 54173 | 344432 | 206971 | 344432 |
Largest Losing Trade | -30850 | -20060 | -30850 | -158488 | -158488 | -93407 |
Avg Bars in Trades | 52 | 20 | 84 | 52 | 20 | 84 |
Avg Bars in Winners | 76 | 29 | 112 | 76 | 29 | 112 |
Avg Bars in Losers | 16 | 11 | 23 | 16 | 11 | 23 |
Bars Traded | 4344 | 880 | 3464 | 4344 | 880 | 3464 |
Profit Streak | 0 | 0 | 15.4202 | 0 | 0 | 15.4202 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464456 | -221524 | 659131 | 373654 | -226137 | 544118 |
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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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