Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355468.7137 | 118409.8264 | 237058.8873 | 437115.3933 | 434836.9581 | 2278.4353 |
Total P&L (%) | 355.4687 | 118.4098 | 237.0589 | 437.1154 | 434.837 | 2.2784 |
Avg Daily Profit (%) | 0.2391 | 0.0796 | 0.1594 | 0.1131 | 0.1128 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170372 | -82095 | -101493 | -1926818 | -1039533 | -1083983 |
Profit Factor | 1.7006 | 1.4184 | 2.0565 | 1.1137 | 1.2231 | 1.0012 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 38.3721 | 27.907 | 48.8372 | 38.3721 | 27.907 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.7312 | 3.6641 | 2.1544 | 1.7887 | 3.1596 | 1.0489 |
Largest Winning Trade | 115820 | 115820 | 70589 | 1202342 | 1202342 | 276375 |
Largest Losing Trade | -23193 | -23193 | -22387 | -388009 | -259830 | -388009 |
Avg Bars in Trades | 201 | 156 | 245 | 201 | 156 | 245 |
Avg Bars in Winners | 334 | 285 | 361 | 334 | 285 | 361 |
Avg Bars in Losers | 118 | 106 | 134 | 118 | 106 | 134 |
Bars Traded | 17295 | 6734 | 10561 | 17295 | 6734 | 10561 |
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 | 247858 | -101666 | 388158 | -140637 | -58597 | -576170 |
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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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