Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301054.4118 | 169467.4614 | 131586.9504 | 863389.5684 | 425550.6603 | 437838.9081 |
Total P&L (%) | 301.0544 | 169.4675 | 131.587 | 863.3896 | 425.5507 | 437.8389 |
Avg Daily Profit (%) | 0.5217 | 0.2937 | 0.228 | 0.3933 | 0.2879 | 0.292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37095 | -41816 | -18822 | -438686 | -432486 | -215842 |
Profit Factor | 2.3261 | 2.095 | 2.8212 | 1.691 | 1.539 | 1.9518 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 53.5211 | 50 | 57.1429 | 53.5211 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.0201 | 2.095 | 2.1159 | 1.4685 | 1.539 | 1.4638 |
Largest Winning Trade | 58857 | 58857 | 31413 | 463409 | 463409 | 245542 |
Largest Losing Trade | -22876 | -22876 | -14219 | -245438 | -245438 | -177846 |
Avg Bars in Trades | 186 | 171 | 202 | 186 | 171 | 202 |
Avg Bars in Winners | 219 | 191 | 244 | 219 | 191 | 244 |
Avg Bars in Losers | 148 | 151 | 145 | 148 | 151 | 145 |
Bars Traded | 13247 | 6175 | 7072 | 13247 | 6175 | 7072 |
Profit Streak | 0 | 0 | 497.0369 | 0 | 0 | 497.0369 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76133 | 432461 | 516810 | -79150 | 382898 | 436083 |
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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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