Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441561.3082 | 414027.0041 | 27534.3041 | 65399.6165 | 72859.4846 | -7459.8681 |
Total P&L (%) | 441.5613 | 414.027 | 27.5343 | 65.3996 | 72.8595 | -7.4599 |
Avg Daily Profit (%) | 0.237 | 0.2222 | 0.0148 | 0.027 | 0.0294 | -0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94717 | -89244 | -49695 | -540624 | -479972 | -265564 |
Profit Factor | 1.8311 | 2.551 | 1.1042 | 1.0305 | 1.0651 | 0.9927 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 45.2055 | 44.4444 | 45.9459 | 45.2055 | 44.4444 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.2195 | 3.1887 | 1.299 | 1.2491 | 1.3314 | 1.1679 |
Largest Winning Trade | 380145 | 380145 | 58215 | 382460 | 382460 | 191471 |
Largest Losing Trade | -39391 | -38672 | -39391 | -238471 | -174622 | -238471 |
Avg Bars in Trades | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Winners | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 3426 | 1748 | 1678 | 3426 | 1748 | 1678 |
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 | -66730 | 378414 | -283963 | -422186 | -304720 | -580682 |
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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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