Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506101.7471 | 443270.9845 | 62830.7626 | 458823.8654 | 898367.948 | -439544.0826 |
Total P&L (%) | 506.1017 | 443.271 | 62.8308 | 458.8239 | 898.3679 | -439.5441 |
Avg Daily Profit (%) | 0.2162 | 0.1894 | 0.0268 | 0.0735 | 0.0984 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93218 | -54926 | -109700 | -753862 | -329400 | -718304 |
Profit Factor | 2.0312 | 3.4198 | 1.2043 | 1.1384 | 1.8082 | 0.8006 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.9018 | 4.8855 | 1.7204 | 1.6262 | 2.5832 | 1.1437 |
Largest Winning Trade | 234504 | 234504 | 64239 | 689100 | 689100 | 356096 |
Largest Losing Trade | -36751 | -33074 | -36751 | -424266 | -222901 | -424266 |
Avg Bars in Trades | 133 | 126 | 139 | 133 | 126 | 139 |
Avg Bars in Winners | 217 | 202 | 232 | 217 | 202 | 232 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 9051 | 4294 | 4757 | 9051 | 4294 | 4757 |
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 | -105171 | 382395 | -160329 | -279169 | -61262 | -582559 |
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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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