Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644471.5564 | 532672.3771 | 111799.1793 | 544280.1315 | 372241.9914 | 172038.1401 |
Total P&L (%) | 644.4716 | 532.6724 | 111.7992 | 544.2801 | 372.242 | 172.0381 |
Avg Daily Profit (%) | 0.2709 | 0.2239 | 0.047 | 0.0783 | 0.0653 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71796 | -69544 | -126615 | -428388 | -524282 | -443239 |
Profit Factor | 2.2586 | 3.0138 | 1.4516 | 1.25 | 1.3282 | 1.1649 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.0655 | 5.4248 | 2.6129 | 2.2499 | 2.3908 | 2.0968 |
Largest Winning Trade | 402981 | 402981 | 66470 | 426405 | 426405 | 262604 |
Largest Losing Trade | -57203 | -28170 | -57203 | -304444 | -119802 | -304444 |
Avg Bars in Trades | 81 | 58 | 104 | 81 | 58 | 104 |
Avg Bars in Winners | 191 | 145 | 236 | 191 | 145 | 236 |
Avg Bars in Losers | 20 | 10 | 30 | 20 | 10 | 30 |
Bars Traded | 6842 | 2463 | 4380 | 6842 | 2463 | 4380 |
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 | 274019 | 305502 | -133546 | -92394 | -109933 | -180239 |
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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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