Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503488.5472 | 434994.6584 | 68493.8888 | 201247.8931 | 109558.0048 | 91689.8883 |
Total P&L (%) | 503.4885 | 434.9947 | 68.4939 | 201.2479 | 109.558 | 91.6899 |
Avg Daily Profit (%) | 0.2716 | 0.2347 | 0.037 | 0.0595 | 0.0399 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79199 | -106714 | -61362 | -304297 | -301277 | -116266 |
Profit Factor | 2.1277 | 3.0744 | 1.2893 | 1.174 | 1.1777 | 1.1697 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 43.662 | 38.8889 | 48.5714 | 43.662 | 38.8889 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.7454 | 4.8313 | 1.3651 | 1.5148 | 1.8507 | 1.2385 |
Largest Winning Trade | 419737 | 419737 | 78754 | 241434 | 241434 | 131935 |
Largest Losing Trade | -40609 | -40609 | -38353 | -172957 | -172957 | -103685 |
Avg Bars in Trades | 74 | 39 | 110 | 74 | 39 | 110 |
Avg Bars in Winners | 129 | 67 | 180 | 129 | 67 | 180 |
Avg Bars in Losers | 32 | 22 | 44 | 32 | 22 | 44 |
Bars Traded | 5310 | 1436 | 3874 | 5310 | 1436 | 3874 |
Profit Streak | 0 | 0 | 16.7081 | 0 | 0 | 16.7081 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81045 | 340846 | -143118 | -235272 | -167854 | -179369 |
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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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