Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321517.4772 | 291511.3977 | 30006.0795 | -43839.3254 | 39156.702 | -82996.0274 |
Total P&L (%) | 321.5175 | 291.5114 | 30.0061 | -43.8393 | 39.1567 | -82.996 |
Avg Daily Profit (%) | 0.1675 | 0.1518 | 0.0156 | -0.03 | 0.0172 | -0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123405 | -70520 | -85760 | -333035 | -226745 | -205367 |
Profit Factor | 1.5132 | 2.0973 | 1.0832 | 0.9691 | 1.0618 | 0.8945 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 44.1176 | 48.5714 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.7496 | 2.6566 | 1.1469 | 1.1206 | 1.345 | 0.9471 |
Largest Winning Trade | 286336 | 286336 | 59594 | 247018 | 247018 | 141745 |
Largest Losing Trade | -65807 | -36846 | -65807 | -135832 | -71886 | -135832 |
Avg Bars in Trades | 80 | 53 | 105 | 80 | 53 | 105 |
Avg Bars in Winners | 102 | 65 | 134 | 102 | 65 | 134 |
Avg Bars in Losers | 60 | 44 | 78 | 60 | 44 | 78 |
Bars Traded | 5527 | 1828 | 3699 | 5527 | 1828 | 3699 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97845 | 320135 | -304700 | -686797 | -326981 | -581343 |
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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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