Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405033.8953 | 318824.0761 | 86209.8193 | 313626.1005 | -26537.3293 | 340163.4298 |
Total P&L (%) | 405.0339 | 318.8241 | 86.2098 | 313.6261 | -26.5373 | 340.1634 |
Avg Daily Profit (%) | 0.2168 | 0.1706 | 0.0461 | 0.076 | -0.0165 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133339 | -107820 | -77981 | -766007 | -606033 | -348397 |
Profit Factor | 1.7852 | 2.2978 | 1.3191 | 1.118 | 0.9825 | 1.2985 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 64.7887 | 63.8889 | 65.7143 | 64.7887 | 63.8889 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.9702 | 1.2988 | 0.6882 | 0.6076 | 0.5553 | 0.6775 |
Largest Winning Trade | 137662 | 137662 | 55897 | 371860 | 371860 | 256433 |
Largest Losing Trade | -49832 | -34851 | -49832 | -337006 | -337006 | -201212 |
Avg Bars in Trades | 49 | 35 | 63 | 49 | 35 | 63 |
Avg Bars in Winners | 49 | 31 | 66 | 49 | 31 | 66 |
Avg Bars in Losers | 50 | 43 | 58 | 50 | 43 | 58 |
Bars Traded | 3525 | 1290 | 2235 | 3525 | 1290 | 2235 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80710 | 447558 | -130726 | -272942 | -578979 | -86577 |
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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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