Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405242.5101 | 343961.3324 | 61281.1777 | 204367.882 | 103441.9 | 100925.982 |
Total P&L (%) | 405.2425 | 343.9613 | 61.2812 | 204.3679 | 103.4419 | 100.926 |
Avg Daily Profit (%) | 0.2159 | 0.1833 | 0.0327 | 0.0593 | 0.0379 | 0.0372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63126 | -61003 | -78089 | -199538 | -193261 | -147936 |
Profit Factor | 2.0621 | 2.9622 | 1.2971 | 1.1828 | 1.1895 | 1.1765 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 46.2687 | 47.0588 | 45.4545 | 46.2687 | 47.0588 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3947 | 3.3324 | 1.5565 | 1.3736 | 1.3382 | 1.4118 |
Largest Winning Trade | 340510 | 340510 | 52698 | 217104 | 217104 | 148679 |
Largest Losing Trade | -41368 | -21697 | -41368 | -119277 | -74945 | -119277 |
Avg Bars in Trades | 79 | 43 | 115 | 79 | 43 | 115 |
Avg Bars in Winners | 136 | 70 | 206 | 136 | 70 | 206 |
Avg Bars in Losers | 29 | 19 | 39 | 29 | 19 | 39 |
Bars Traded | 5302 | 1482 | 3820 | 5302 | 1482 | 3820 |
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 | -111051 | 431072 | -150464 | -255846 | -155599 | -171414 |
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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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