Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384845.2236 | 302566.0298 | 82279.1937 | 259866.9647 | 214188.4733 | 45678.4915 |
Total P&L (%) | 384.8452 | 302.566 | 82.2792 | 259.867 | 214.1885 | 45.6785 |
Avg Daily Profit (%) | 0.2075 | 0.1632 | 0.0444 | 0.0691 | 0.0618 | 0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96800 | -75195 | -93598 | -303875 | -175209 | -215395 |
Profit Factor | 1.7294 | 2.3253 | 1.2749 | 1.2486 | 1.4573 | 1.0792 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50.7937 | 53.125 | 48.3871 | 50.7937 | 53.125 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.6753 | 2.0517 | 1.3599 | 1.2096 | 1.2859 | 1.1511 |
Largest Winning Trade | 131007 | 131007 | 60717 | 177842 | 177842 | 139336 |
Largest Losing Trade | -43501 | -32738 | -43501 | -155869 | -72116 | -155869 |
Avg Bars in Trades | 168 | 165 | 172 | 168 | 165 | 172 |
Avg Bars in Winners | 215 | 203 | 228 | 215 | 203 | 228 |
Avg Bars in Losers | 120 | 122 | 119 | 120 | 122 | 119 |
Bars Traded | 10641 | 5299 | 5342 | 10641 | 5299 | 5342 |
Profit Streak | 0 | 0 | 77.2631 | 0 | 0 | 77.2631 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139933 | 435844 | -133829 | -251832 | -109053 | -301037 |
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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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