Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345149.6014 | 83807.2415 | 261342.3599 | 655654.1324 | 1224.421 | 654429.7114 |
Total P&L (%) | 345.1496 | 83.8072 | 261.3424 | 655.6541 | 1.2244 | 654.4297 |
Avg Daily Profit (%) | 0.2253 | 0.0547 | 0.1706 | 0.1321 | 0.0008 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87008 | -74924 | -39149 | -762318 | -552050 | -441726 |
Profit Factor | 1.9634 | 1.392 | 2.8092 | 1.3283 | 1.0011 | 1.759 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 30.3797 | 20 | 41.0256 | 30.3797 | 20 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.4994 | 5.5679 | 4.0382 | 3.0441 | 4.0043 | 2.5286 |
Largest Winning Trade | 96624 | 96624 | 72314 | 423159 | 332468 | 423159 |
Largest Losing Trade | -17069 | -15900 | -17069 | -194723 | -194723 | -177622 |
Avg Bars in Trades | 54 | 42 | 67 | 54 | 42 | 67 |
Avg Bars in Winners | 135 | 126 | 139 | 135 | 126 | 139 |
Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
Bars Traded | 4322 | 1694 | 2628 | 4322 | 1694 | 2628 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27340 | -169918 | 333446 | -53759 | -627577 | -16495 |
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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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