Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463830.8928 | 393231.9284 | 70598.9644 | 67792.9374 | 63794.8858 | 3998.0516 |
Total P&L (%) | 463.8309 | 393.2319 | 70.599 | 67.7929 | 63.7949 | 3.9981 |
Avg Daily Profit (%) | 0.2907 | 0.2464 | 0.0442 | 0.0324 | 0.0309 | 0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170395 | -109613 | -105067 | -324021 | -385452 | -219780 |
Profit Factor | 1.8243 | 2.3851 | 1.2532 | 1.0586 | 1.1071 | 1.0071 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 44.3038 | 40 | 48.7179 | 44.3038 | 40 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.2934 | 3.5776 | 1.3192 | 1.3308 | 1.6606 | 1.0601 |
Largest Winning Trade | 304007 | 304007 | 61096 | 191571 | 191571 | 164608 |
Largest Losing Trade | -64093 | -30455 | -64093 | -186469 | -118957 | -186469 |
Avg Bars in Trades | 59 | 43 | 74 | 59 | 43 | 74 |
Avg Bars in Winners | 86 | 71 | 98 | 86 | 71 | 98 |
Avg Bars in Losers | 37 | 25 | 52 | 37 | 25 | 52 |
Bars Traded | 4664 | 1747 | 2917 | 4664 | 1747 | 2917 |
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 | -21635 | 313222 | -134494 | -339234 | -257495 | -568468 |
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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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