Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296261.7559 | 74488.1933 | 221773.5626 | 817177.1694 | 230947.9877 | 586229.1817 |
Total P&L (%) | 296.2618 | 74.4882 | 221.7736 | 817.1772 | 230.948 | 586.2292 |
Avg Daily Profit (%) | 0.2865 | 0.072 | 0.2145 | 0.2146 | 0.1158 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48274 | -9462 | -54592 | -164286 | -18634 | -163351 |
Profit Factor | 2.2872 | 3.0419 | 2.1451 | 2.5633 | 4.6862 | 2.2742 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 57.5342 | 62.1622 | 52.7778 | 57.5342 | 62.1622 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6882 | 1.8516 | 1.9193 | 1.892 | 2.8525 | 2.0348 |
Largest Winning Trade | 48878 | 13518 | 48878 | 243861 | 62062 | 243861 |
Largest Losing Trade | -24563 | -4050 | -24563 | -163351 | -9185 | -163351 |
Avg Bars in Trades | 39 | 3 | 75 | 39 | 3 | 75 |
Avg Bars in Winners | 44 | 4 | 92 | 44 | 4 | 92 |
Avg Bars in Losers | 32 | 2 | 56 | 32 | 2 | 56 |
Bars Traded | 2872 | 144 | 2728 | 2872 | 144 | 2728 |
Profit Streak | 0 | 0 | 90.7712 | 0 | 0 | 90.7712 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62308 | -88805 | 458702 | -61973 | -28966 | 474050 |
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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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