Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410943.5383 | 145513.043 | 265430.4953 | 1443609.823 | 238709.5035 | 1204900.3194 |
Total P&L (%) | 410.9435 | 145.513 | 265.4305 | 1443.6098 | 238.7095 | 1204.9003 |
Avg Daily Profit (%) | 0.2769 | 0.098 | 0.1788 | 0.1845 | 0.0822 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85071 | -43022 | -55913 | -932981 | -519046 | -557181 |
Profit Factor | 2.5387 | 2.0915 | 2.9845 | 1.6711 | 1.2097 | 2.1899 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 53.3333 | 44.7368 | 62.1622 | 53.3333 | 44.7368 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.2214 | 2.5836 | 1.8167 | 1.4622 | 1.4943 | 1.333 |
Largest Winning Trade | 120862 | 120862 | 75428 | 543405 | 499011 | 543405 |
Largest Losing Trade | -39294 | -20728 | -39294 | -355228 | -288069 | -355228 |
Avg Bars in Trades | 56 | 10 | 102 | 56 | 10 | 102 |
Avg Bars in Winners | 89 | 12 | 146 | 89 | 12 | 146 |
Avg Bars in Losers | 17 | 8 | 30 | 17 | 8 | 30 |
Bars Traded | 4203 | 399 | 3804 | 4203 | 399 | 3804 |
Profit Streak | 0 | 0 | 78.7213 | 0 | 0 | 78.7213 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47727 | -59874 | 564691 | -50885 | -85398 | 482758 |
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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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