Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515097.186 | 412710.2515 | 102386.9345 | 461153.0711 | 450416.4417 | 10736.6295 |
Total P&L (%) | 515.0972 | 412.7103 | 102.3869 | 461.1531 | 450.4164 | 10.7366 |
Avg Daily Profit (%) | 0.2055 | 0.1646 | 0.0408 | 0.0688 | 0.0681 | 0.0041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140173 | -149872 | -119754 | -753916 | -809104 | -673984 |
Profit Factor | 1.8514 | 2.331 | 1.3472 | 1.1747 | 1.3302 | 1.0084 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 45.0704 | 44.4444 | 45.7143 | 45.0704 | 44.4444 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.2564 | 2.9138 | 1.5998 | 1.4316 | 1.6627 | 1.1975 |
Largest Winning Trade | 215541 | 215541 | 52528 | 528528 | 528528 | 232171 |
Largest Losing Trade | -46495 | -26071 | -46495 | -359756 | -133864 | -359756 |
Avg Bars in Trades | 67 | 73 | 62 | 67 | 73 | 62 |
Avg Bars in Winners | 93 | 96 | 90 | 93 | 96 | 90 |
Avg Bars in Losers | 46 | 54 | 39 | 46 | 54 | 39 |
Bars Traded | 4819 | 2629 | 2190 | 4819 | 2629 | 2190 |
Profit Streak | 0 | 0 | 176.7215 | 0 | 0 | 176.7215 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81596 | 345423 | -137576 | -222613 | -102852 | -542218 |
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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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