Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420372.9516 | 169857.8803 | 250515.0713 | 1690969.9175 | 706974.202 | 983995.7155 |
Total P&L (%) | 420.373 | 169.8579 | 250.5151 | 1690.9699 | 706.9742 | 983.9957 |
Avg Daily Profit (%) | 0.4066 | 0.1643 | 0.2423 | 0.2794 | 0.2022 | 0.2308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50569 | -61176 | -42313 | -411884 | -375930 | -371982 |
Profit Factor | 2.205 | 1.7475 | 3.0601 | 1.7651 | 1.5252 | 2.1389 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 47 | 17 | 30 | 47 | 17 | 30 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 58.0247 | 42.5 | 73.1707 | 58.0247 | 42.5 | 73.1707 |
Ratio Avg Win / Avg Loss | 1.5951 | 2.3642 | 1.122 | 1.2769 | 2.0635 | 0.7843 |
Largest Winning Trade | 64425 | 64425 | 48288 | 656922 | 656922 | 230609 |
Largest Losing Trade | -32618 | -32618 | -32380 | -283633 | -225197 | -283633 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Losers | 42 | 39 | 49 | 42 | 39 | 49 |
Bars Traded | 2870 | 1438 | 1432 | 2870 | 1438 | 1432 |
Profit Streak | 21.7453 | 0 | 23.412 | 21.7453 | 0 | 23.412 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -827 | 278642 | 586888 | -3457 | 278590 | 474348 |
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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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