Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541190.8452 | 459388.9648 | 81801.8805 | 267518.6908 | 404605.5062 | -137086.8154 |
Total P&L (%) | 541.1908 | 459.389 | 81.8019 | 267.5187 | 404.6055 | -137.0868 |
Avg Daily Profit (%) | 0.3367 | 0.2858 | 0.0509 | 0.081 | 0.1007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97709 | -111774 | -96384 | -1165722 | -1141855 | -734668 |
Profit Factor | 2.0793 | 2.8219 | 1.3282 | 1.0751 | 1.2173 | 0.9193 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 42.2535 | 36.1111 | 48.5714 | 42.2535 | 36.1111 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.8417 | 4.9926 | 1.4063 | 1.4693 | 2.1537 | 0.9734 |
Largest Winning Trade | 335342 | 335342 | 65331 | 737686 | 737686 | 295125 |
Largest Losing Trade | -47262 | -47071 | -47262 | -672792 | -672792 | -386957 |
Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
Avg Bars in Winners | 63 | 47 | 76 | 63 | 47 | 76 |
Avg Bars in Losers | 26 | 20 | 35 | 26 | 20 | 35 |
Bars Traded | 3019 | 1083 | 1936 | 3019 | 1083 | 1936 |
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 | -81131 | 300140 | -125264 | -316975 | -63197 | -581343 |
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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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