Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386540.3279 | 278542.6815 | 107997.6465 | 732471.1658 | 400612.9685 | 331858.1973 |
Total P&L (%) | 386.5403 | 278.5427 | 107.9976 | 732.4712 | 400.613 | 331.8582 |
Avg Daily Profit (%) | 0.2079 | 0.1498 | 0.0581 | 0.1141 | 0.0867 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92881 | -39116 | -87570 | -468513 | -154410 | -420687 |
Profit Factor | 2.0652 | 3.7457 | 1.4131 | 1.5909 | 1.9737 | 1.4007 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 30.4348 | 37.1429 | 23.5294 | 30.4348 | 37.1429 | 23.5294 |
Ratio Avg Win / Avg Loss | 4.7204 | 6.3389 | 4.5925 | 3.6364 | 3.3402 | 4.5524 |
Largest Winning Trade | 107808 | 107808 | 62968 | 310165 | 224094 | 310165 |
Largest Losing Trade | -25812 | -11185 | -25812 | -103416 | -65862 | -103416 |
Avg Bars in Trades | 50 | 16 | 86 | 50 | 16 | 86 |
Avg Bars in Winners | 135 | 32 | 302 | 135 | 32 | 302 |
Avg Bars in Losers | 13 | 6 | 20 | 13 | 6 | 20 |
Bars Traded | 3518 | 574 | 2944 | 3518 | 574 | 2944 |
Profit Streak | 0 | 0 | 137.9002 | 0 | 0 | 137.9002 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102271 | 328211 | -149205 | -151219 | -78216 | -121772 |
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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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