Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476762.6973 | 374762.0117 | 102000.6855 | 791477.0929 | -95767.4946 | 887244.5874 |
Total P&L (%) | 476.7627 | 374.762 | 102.0007 | 791.4771 | -95.7675 | 887.2446 |
Avg Daily Profit (%) | 0.2412 | 0.1896 | 0.0516 | 0.1107 | -0.1599 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98424 | -47431 | -168017 | -966971 | -664424 | -550651 |
Profit Factor | 2.0623 | 3.2751 | 1.3591 | 1.315 | 0.9355 | 1.8634 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 53.9683 | 62.5 | 45.1613 | 53.9683 | 62.5 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.759 | 1.965 | 1.6503 | 1.1216 | 0.5613 | 2.2627 |
Largest Winning Trade | 114421 | 114421 | 68092 | 382706 | 342293 | 382706 |
Largest Losing Trade | -48893 | -42703 | -48893 | -664424 | -664424 | -485786 |
Avg Bars in Trades | 122 | 110 | 133 | 122 | 110 | 133 |
Avg Bars in Winners | 165 | 138 | 205 | 165 | 138 | 205 |
Avg Bars in Losers | 70 | 64 | 75 | 70 | 64 | 75 |
Bars Traded | 7692 | 3541 | 4151 | 7692 | 3541 | 4151 |
Profit Streak | 0 | 0 | 707.4601 | 0 | 0 | 707.4601 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138591 | 553712 | -123040 | -195055 | -579190 | -34908 |
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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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