Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434871.5757 | 157276.5125 | 277595.0631 | 1216846.4964 | 112742.1226 | 1104104.3738 |
Total P&L (%) | 434.8716 | 157.2765 | 277.5951 | 1216.8465 | 112.7421 | 1104.1044 |
Avg Daily Profit (%) | 0.2944 | 0.1065 | 0.1879 | 0.1747 | 0.0511 | 0.1686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83782 | -62512 | -37736 | -745030 | -727286 | -237457 |
Profit Factor | 2.2579 | 1.666 | 3.5336 | 1.5195 | 1.0664 | 2.7146 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 56.25 | 46.875 | 65.625 | 56.25 | 46.875 | 65.625 |
Ratio Avg Win / Avg Loss | 1.7561 | 1.8881 | 1.8509 | 1.1819 | 1.2086 | 1.422 |
Largest Winning Trade | 156485 | 156485 | 63481 | 406318 | 406318 | 251158 |
Largest Losing Trade | -33188 | -27376 | -33188 | -328071 | -328071 | -203367 |
Avg Bars in Trades | 65 | 44 | 85 | 65 | 44 | 85 |
Avg Bars in Winners | 72 | 42 | 93 | 72 | 42 | 93 |
Avg Bars in Losers | 56 | 46 | 70 | 56 | 46 | 70 |
Bars Traded | 4169 | 1434 | 2735 | 4169 | 1434 | 2735 |
Profit Streak | 0 | 0 | 132.2178 | 0 | 0 | 132.2178 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129963 | -48919 | 632945 | -133442 | -273391 | 546548 |
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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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