Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460580.5526 | 421107.4842 | 39473.0684 | 183323.3377 | 78104.5528 | 105218.7849 |
Total P&L (%) | 460.5806 | 421.1075 | 39.4731 | 183.3233 | 78.1046 | 105.2188 |
Avg Daily Profit (%) | 0.2212 | 0.2022 | 0.019 | 0.05 | 0.0277 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104028 | -62201 | -143987 | -332689 | -143464 | -194489 |
Profit Factor | 1.956 | 2.735 | 1.1651 | 1.1929 | 1.1714 | 1.2127 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3346 | 3.4643 | 1.3108 | 1.4238 | 1.4837 | 1.3643 |
Largest Winning Trade | 288777 | 288777 | 67327 | 203493 | 106906 | 203493 |
Largest Losing Trade | -47839 | -47455 | -47839 | -142921 | -78058 | -142921 |
Avg Bars in Trades | 359 | 311 | 408 | 359 | 311 | 408 |
Avg Bars in Winners | 533 | 460 | 602 | 533 | 460 | 602 |
Avg Bars in Losers | 214 | 193 | 236 | 214 | 193 | 236 |
Bars Traded | 24476 | 10577 | 13899 | 24476 | 10577 | 13899 |
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 | -103975 | 379935 | -209856 | -249960 | -190160 | -148380 |
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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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