Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591279.995 | 402111.454 | 189168.5411 | 1195952.8772 | 188456.8644 | 1007496.0129 |
Total P&L (%) | 591.28 | 402.1115 | 189.1685 | 1195.9529 | 188.4569 | 1007.496 |
Avg Daily Profit (%) | 0.3362 | 0.2287 | 0.1076 | 0.1458 | 0.0603 | 0.1368 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73681 | -86852 | -85553 | -809188 | -519294 | -444966 |
Profit Factor | 2.1381 | 2.4682 | 1.77 | 1.3366 | 1.0971 | 1.6252 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 49.3827 | 39.0244 | 60 | 49.3827 | 39.0244 | 60 |
Ratio Avg Win / Avg Loss | 2.1915 | 3.8565 | 1.18 | 1.3701 | 1.7142 | 1.0834 |
Largest Winning Trade | 276834 | 276834 | 63249 | 684790 | 456506 | 684790 |
Largest Losing Trade | -31188 | -29139 | -31188 | -374308 | -323949 | -374308 |
Avg Bars in Trades | 84 | 45 | 123 | 84 | 45 | 123 |
Avg Bars in Winners | 118 | 70 | 149 | 118 | 70 | 149 |
Avg Bars in Losers | 50 | 29 | 84 | 50 | 29 | 84 |
Bars Traded | 6811 | 1874 | 4938 | 6811 | 1874 | 4938 |
Profit Streak | 0 | 0 | 149.7503 | 0 | 0 | 149.7503 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3248 | 300139 | -44452 | -14214 | -229309 | -5294 |
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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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