Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368209.2549 | 95934.7897 | 272274.4652 | 878739.8747 | 163969.8609 | 714770.0137 |
Total P&L (%) | 368.2093 | 95.9348 | 272.2745 | 878.7399 | 163.9699 | 714.77 |
Avg Daily Profit (%) | 0.2416 | 0.0629 | 0.1786 | 0.1498 | 0.0637 | 0.1377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66020 | -64125 | -32227 | -511051 | -472274 | -193754 |
Profit Factor | 2.2349 | 1.4725 | 3.8621 | 1.5155 | 1.1522 | 2.1395 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.95 | 2.4095 | 4.138 | 2.0004 | 1.8854 | 2.2923 |
Largest Winning Trade | 80832 | 80832 | 72975 | 396900 | 323504 | 396900 |
Largest Losing Trade | -24799 | -24799 | -12899 | -156466 | -156466 | -121180 |
Avg Bars in Trades | 152 | 96 | 208 | 152 | 96 | 208 |
Avg Bars in Winners | 254 | 135 | 347 | 254 | 135 | 347 |
Avg Bars in Losers | 74 | 71 | 78 | 74 | 71 | 78 |
Bars Traded | 8831 | 2785 | 6046 | 8831 | 2785 | 6046 |
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 | -169952 | -111391 | 492236 | -172382 | -164633 | -5429 |
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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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