Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292270.2216 | 61464.1543 | 230806.0673 | 727471.4518 | 25924.7209 | 701546.731 |
Total P&L (%) | 292.2702 | 61.4642 | 230.8061 | 727.4715 | 25.9247 | 701.5467 |
Avg Daily Profit (%) | 0.2796 | 0.0588 | 0.2208 | 0.2024 | 0.0221 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46691 | -27371 | -30165 | -459065 | -185506 | -307488 |
Profit Factor | 2.3242 | 1.5264 | 3.2204 | 1.59 | 1.0421 | 2.1379 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 51.6129 | 53.3333 | 52.459 | 51.6129 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1063 | 1.431 | 2.8179 | 1.441 | 0.9769 | 1.8706 |
Largest Winning Trade | 72999 | 30937 | 72999 | 354901 | 125150 | 354901 |
Largest Losing Trade | -30106 | -15512 | -30106 | -307488 | -92433 | -307488 |
Avg Bars in Trades | 59 | 14 | 106 | 59 | 14 | 106 |
Avg Bars in Winners | 89 | 13 | 164 | 89 | 13 | 164 |
Avg Bars in Losers | 27 | 16 | 39 | 27 | 16 | 39 |
Bars Traded | 3645 | 461 | 3184 | 3645 | 461 | 3184 |
Profit Streak | 0 | 0 | 151.9656 | 0 | 0 | 151.9656 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152953 | -113057 | 550885 | -155766 | -342354 | 484065 |
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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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