Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223321.3371 | 133927.5904 | 89393.7467 | 320019.0477 | 160002.5697 | 160016.4781 |
Total P&L (%) | 223.3213 | 133.9276 | 89.3937 | 320.019 | 160.0026 | 160.0165 |
Avg Daily Profit (%) | 0.387 | 0.2321 | 0.1549 | 0.249 | 0.1657 | 0.1657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51051 | -45219 | -41007 | -185202 | -231330 | -164077 |
Profit Factor | 1.8751 | 1.9122 | 1.8249 | 1.3475 | 1.3038 | 1.406 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 37.3333 | 26.3158 | 48.6486 | 37.3333 | 26.3158 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.1475 | 5.3543 | 1.9262 | 2.2619 | 3.6505 | 1.4841 |
Largest Winning Trade | 75639 | 75639 | 28174 | 214893 | 214893 | 120451 |
Largest Losing Trade | -20253 | -20253 | -16451 | -106675 | -106675 | -61619 |
Avg Bars in Trades | 177 | 143 | 212 | 177 | 143 | 212 |
Avg Bars in Winners | 305 | 274 | 322 | 305 | 274 | 322 |
Avg Bars in Losers | 101 | 96 | 108 | 101 | 96 | 108 |
Bars Traded | 13304 | 5449 | 7855 | 13304 | 5449 | 7855 |
Profit Streak | 0 | 0 | 512.5399 | 0 | 0 | 512.5399 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53815 | -12866 | 373382 | -57068 | -15846 | 278413 |
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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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