Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521242.1941 | 466869.0157 | 54373.1784 | 265394.6293 | 224541.6206 | 40853.0088 |
Total P&L (%) | 521.2422 | 466.869 | 54.3732 | 265.3946 | 224.5416 | 40.853 |
Avg Daily Profit (%) | 0.2797 | 0.2505 | 0.0292 | 0.0696 | 0.0632 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84729 | -51866 | -50925 | -564707 | -280886 | -375429 |
Profit Factor | 2.3247 | 3.4848 | 1.2645 | 1.1332 | 1.2556 | 1.0367 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 48.5294 | 47.0588 | 50 | 48.5294 | 47.0588 | 50 |
Ratio Avg Win / Avg Loss | 2.4655 | 3.9204 | 1.2645 | 1.2019 | 1.4126 | 1.0367 |
Largest Winning Trade | 442013 | 442013 | 51310 | 370562 | 370562 | 252879 |
Largest Losing Trade | -45406 | -45406 | -39322 | -284771 | -138331 | -284771 |
Avg Bars in Trades | 52 | 37 | 67 | 52 | 37 | 67 |
Avg Bars in Winners | 79 | 56 | 101 | 79 | 56 | 101 |
Avg Bars in Losers | 26 | 20 | 33 | 26 | 20 | 33 |
Bars Traded | 3560 | 1272 | 2288 | 3560 | 1272 | 2288 |
Profit Streak | 0 | 56.1335 | 0 | 0 | 56.1335 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101203 | 538520 | -155094 | -288420 | -108494 | -350650 |
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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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