Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228103.7925 | 185025.3549 | 43078.4376 | 122730.4845 | 194181.6449 | -71451.1604 |
Total P&L (%) | 228.1038 | 185.0254 | 43.0784 | 122.7305 | 194.1816 | -71.4512 |
Avg Daily Profit (%) | 0.1845 | 0.1497 | 0.0348 | 0.0648 | 0.0873 | -0.1013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231497 | -128179 | -131227 | -538123 | -318610 | -297695 |
Profit Factor | 1.6159 | 2.004 | 1.2315 | 1.1575 | 1.4805 | 0.8095 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 56.9231 | 60.6061 | 53.125 | 56.9231 | 60.6061 | 53.125 |
Ratio Avg Win / Avg Loss | 1.2228 | 1.3026 | 1.0866 | 0.8759 | 0.9623 | 0.7143 |
Largest Winning Trade | 61070 | 61070 | 40935 | 92166 | 92166 | 75320 |
Largest Losing Trade | -51232 | -51232 | -32650 | -225321 | -225321 | -110830 |
Avg Bars in Trades | 52 | 63 | 41 | 52 | 63 | 41 |
Avg Bars in Winners | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Losers | 62 | 88 | 39 | 62 | 88 | 39 |
Bars Traded | 3411 | 2083 | 1328 | 3411 | 2083 | 1328 |
Profit Streak | 0 | 0 | 80.0854 | 0 | 0 | 80.0854 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125665 | 388197 | -146890 | -290460 | -75515 | -579037 |
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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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