Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411424.4669 | 366598.5879 | 44825.8791 | 358780.5735 | 204153.7124 | 154626.8612 |
Total P&L (%) | 411.4245 | 366.5986 | 44.8259 | 358.7806 | 204.1537 | 154.6269 |
Avg Daily Profit (%) | 0.2192 | 0.1953 | 0.0239 | 0.0812 | 0.0593 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49191 | -40317 | -31698 | -315117 | -262155 | -123146 |
Profit Factor | 2.9995 | 4.3587 | 1.4639 | 1.326 | 1.3343 | 1.3156 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 44.6154 | 50 | 39.3939 | 44.6154 | 50 | 39.3939 |
Ratio Avg Win / Avg Loss | 3.7235 | 4.3587 | 2.2522 | 1.646 | 1.3343 | 2.024 |
Largest Winning Trade | 374217 | 374217 | 79839 | 353532 | 353532 | 293251 |
Largest Losing Trade | -17847 | -17847 | -13968 | -117387 | -117387 | -72341 |
Avg Bars in Trades | 82 | 61 | 103 | 82 | 61 | 103 |
Avg Bars in Winners | 146 | 83 | 222 | 146 | 83 | 222 |
Avg Bars in Losers | 32 | 39 | 26 | 32 | 39 | 26 |
Bars Traded | 5389 | 1972 | 3417 | 5389 | 1972 | 3417 |
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 | -124857 | 535429 | -164716 | -221584 | -113518 | -129269 |
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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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