Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 469266.2552 | 407882.0946 | 61384.1606 | 209181.1732 | 86645.648 | 122535.5252 |
Total P&L (%) | 469.2663 | 407.8821 | 61.3842 | 209.1812 | 86.6456 | 122.5355 |
Avg Daily Profit (%) | 0.2507 | 0.2179 | 0.0328 | 0.0603 | 0.0333 | 0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140301 | -77993 | -133205 | -251423 | -187687 | -169056 |
Profit Factor | 1.9999 | 2.8419 | 1.2476 | 1.2378 | 1.2092 | 1.2634 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 40 | 52.9412 | 46.3768 | 40 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.3123 | 4.2629 | 1.109 | 1.4313 | 1.8138 | 1.123 |
Largest Winning Trade | 342380 | 342380 | 58603 | 143265 | 132892 | 143265 |
Largest Losing Trade | -48200 | -48200 | -42279 | -169056 | -58020 | -169056 |
Avg Bars in Trades | 321 | 260 | 384 | 321 | 260 | 384 |
Avg Bars in Winners | 503 | 411 | 575 | 503 | 411 | 575 |
Avg Bars in Losers | 164 | 159 | 169 | 164 | 159 | 169 |
Bars Traded | 22190 | 9114 | 13076 | 22190 | 9114 | 13076 |
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 | -95832 | 334819 | -149527 | -220360 | -151606 | -135590 |
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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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