Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136838.1346 | 89873.1289 | 46965.0058 | 161214.5114 | 76155.5978 | 85058.9137 |
Total P&L (%) | 136.8381 | 89.8731 | 46.965 | 161.2145 | 76.1556 | 85.0589 |
Avg Daily Profit (%) | 1.5763 | 1.0353 | 0.541 | 1.1122 | 0.6544 | 0.7115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29469 | -20990 | -10141 | -78165 | -55750 | -26461 |
Profit Factor | 2.1918 | 2.4089 | 1.9204 | 1.6506 | 1.5453 | 1.7866 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 10 | 19 | 29 | 10 | 19 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 37.1795 | 25.641 | 48.7179 | 37.1795 | 25.641 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.7034 | 6.9857 | 2.0215 | 2.789 | 4.4815 | 1.8806 |
Largest Winning Trade | 101561 | 101561 | 15297 | 109276 | 109276 | 33215 |
Largest Losing Trade | -9885 | -9209 | -9885 | -23177 | -19458 | -23177 |
Avg Bars in Trades | 315 | 260 | 371 | 315 | 260 | 371 |
Avg Bars in Winners | 570 | 586 | 562 | 570 | 586 | 562 |
Avg Bars in Losers | 165 | 148 | 189 | 165 | 148 | 189 |
Bars Traded | 24636 | 10167 | 14469 | 24636 | 10167 | 14469 |
Profit Streak | 0 | 0 | 4.4838 | 0 | 0 | 4.4838 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28116 | -11372 | 390627 | -29563 | -14716 | 491513 |
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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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