Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477749.4635 | 357781.7113 | 119967.7522 | 1522412.955 | 321478.784 | 1200934.171 |
Total P&L (%) | 477.7495 | 357.7817 | 119.9678 | 1522.413 | 321.4788 | 1200.9342 |
Avg Daily Profit (%) | 0.2417 | 0.181 | 0.0607 | 0.141 | 0.0728 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77651 | -81787 | -101444 | -1322344 | -1254735 | -469048 |
Profit Factor | 2.1962 | 3.0894 | 1.5258 | 1.4677 | 1.1869 | 1.7822 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 53.0864 | 53.6585 | 52.5 | 53.0864 | 53.6585 | 52.5 |
Ratio Avg Win / Avg Loss | 1.9408 | 2.6681 | 1.3805 | 1.297 | 1.0251 | 1.6124 |
Largest Winning Trade | 119396 | 119396 | 68623 | 648646 | 308039 | 648646 |
Largest Losing Trade | -29920 | -28189 | -29920 | -425094 | -370852 | -425094 |
Avg Bars in Trades | 70 | 57 | 83 | 70 | 57 | 83 |
Avg Bars in Winners | 105 | 87 | 124 | 105 | 87 | 124 |
Avg Bars in Losers | 31 | 24 | 37 | 31 | 24 | 37 |
Bars Traded | 5703 | 2375 | 3329 | 5703 | 2375 | 3329 |
Profit Streak | 0 | 0 | 709.2147 | 0 | 0 | 709.2147 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3721 | 499353 | -108749 | -19098 | -110145 | -14179 |
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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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