Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520197.4255 | 392487.2738 | 127710.1516 | 587815.3583 | 253937.2861 | 333878.0722 |
Total P&L (%) | 520.1974 | 392.4873 | 127.7102 | 587.8154 | 253.9373 | 333.8781 |
Avg Daily Profit (%) | 0.3247 | 0.245 | 0.0797 | 0.1204 | 0.0789 | 0.0917 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133293 | -116294 | -60651 | -2671183 | -2393985 | -1063024 |
Profit Factor | 2.2745 | 2.5196 | 1.8522 | 1.1072 | 1.0763 | 1.1549 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.1013 | 47.5 | 48.7179 | 48.1013 | 47.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.4541 | 2.7848 | 1.9497 | 1.1946 | 1.1896 | 1.2157 |
Largest Winning Trade | 276533 | 276533 | 54451 | 1815407 | 1815407 | 1018315 |
Largest Losing Trade | -35763 | -35763 | -28256 | -906908 | -906908 | -478490 |
Avg Bars in Trades | 57 | 42 | 72 | 57 | 42 | 72 |
Avg Bars in Winners | 87 | 48 | 125 | 87 | 48 | 125 |
Avg Bars in Losers | 29 | 36 | 22 | 29 | 36 | 22 |
Bars Traded | 4514 | 1690 | 2824 | 4514 | 1690 | 2824 |
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 | -18582 | 427124 | -83477 | -166421 | -225105 | -121215 |
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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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