Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381031.5856 | 305327.5711 | 75704.0146 | 59649.9602 | 384967.7037 | -325317.7434 |
Total P&L (%) | 381.0316 | 305.3276 | 75.704 | 59.65 | 384.9677 | -325.3177 |
Avg Daily Profit (%) | 0.2003 | 0.1605 | 0.0398 | 0.0246 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110387 | -142517 | -132130 | -517917 | -296072 | -539365 |
Profit Factor | 1.555 | 1.922 | 1.213 | 1.0376 | 1.6064 | 0.6588 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.1429 | 51.4286 | 42.8571 | 47.1429 | 51.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7435 | 1.8152 | 1.6174 | 1.1633 | 1.5172 | 0.8784 |
Largest Winning Trade | 135073 | 135073 | 60313 | 257104 | 257104 | 106936 |
Largest Losing Trade | -39072 | -36608 | -39072 | -166782 | -80304 | -166782 |
Avg Bars in Trades | 104 | 99 | 109 | 104 | 99 | 109 |
Avg Bars in Winners | 150 | 126 | 178 | 150 | 126 | 178 |
Avg Bars in Losers | 63 | 70 | 56 | 63 | 70 | 56 |
Bars Traded | 7297 | 3480 | 3817 | 7297 | 3480 | 3817 |
Profit Streak | 0 | 0 | 668.6412 | 0 | 0 | 668.6412 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89511 | 399919 | -140903 | -439804 | -78859 | -582608 |
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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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