Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471793.5951 | 340095.9905 | 131697.6046 | 578454.1378 | 517984.286 | 60469.8518 |
Total P&L (%) | 471.7936 | 340.096 | 131.6976 | 578.4541 | 517.9843 | 60.4699 |
Avg Daily Profit (%) | 0.4614 | 0.3326 | 0.1288 | 0.1874 | 0.1783 | 0.0463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160266 | -95215 | -99781 | -676860 | -407745 | -287949 |
Profit Factor | 1.9766 | 2.3033 | 1.5928 | 1.4615 | 1.7807 | 1.1025 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 46.9136 | 39.0244 | 55 | 46.9136 | 39.0244 | 55 |
Ratio Avg Win / Avg Loss | 2.2367 | 3.5989 | 1.3032 | 1.6538 | 2.7823 | 0.9021 |
Largest Winning Trade | 202428 | 202428 | 47652 | 565090 | 565090 | 106697 |
Largest Losing Trade | -37715 | -30878 | -37715 | -153932 | -138226 | -153932 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 68 | 72 | 66 | 68 | 72 | 66 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 3941 | 1872 | 2068 | 3941 | 1872 | 2068 |
Profit Streak | 0 | 0 | 83.1823 | 0 | 0 | 83.1823 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3867 | 320668 | -17561 | -7365 | 251874 | -239542 |
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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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