Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405992.8997 | 254170.3144 | 151822.5853 | 309134.5416 | 155128.7469 | 154005.7948 |
Total P&L (%) | 405.9929 | 254.1703 | 151.8226 | 309.1345 | 155.1287 | 154.0058 |
Avg Daily Profit (%) | 0.2532 | 0.1585 | 0.0947 | 0.0879 | 0.0584 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74255 | -81936 | -32892 | -421170 | -332199 | -147587 |
Profit Factor | 2.1073 | 2.2329 | 1.946 | 1.2872 | 1.251 | 1.3359 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 52.3077 | 45.4545 | 59.375 | 52.3077 | 45.4545 | 59.375 |
Ratio Avg Win / Avg Loss | 1.9214 | 2.6795 | 1.3315 | 1.1736 | 1.5012 | 0.9141 |
Largest Winning Trade | 319711 | 319711 | 62105 | 409115 | 409115 | 115633 |
Largest Losing Trade | -37893 | -37893 | -26397 | -182151 | -182151 | -97834 |
Avg Bars in Trades | 92 | 84 | 101 | 92 | 84 | 101 |
Avg Bars in Winners | 123 | 106 | 137 | 123 | 106 | 137 |
Avg Bars in Losers | 59 | 66 | 49 | 59 | 66 | 49 |
Bars Traded | 6037 | 2785 | 3252 | 6037 | 2785 | 3252 |
Profit Streak | 0 | 0 | 74.8059 | 0 | 0 | 74.8059 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123617 | 350046 | -62257 | -211318 | -115812 | -114906 |
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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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