Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506494.3583 | 429369.8286 | 77124.5297 | 400273.7085 | 225653.3745 | 174620.334 |
Total P&L (%) | 506.4944 | 429.3698 | 77.1245 | 400.2737 | 225.6534 | 174.6203 |
Avg Daily Profit (%) | 0.2026 | 0.1717 | 0.0309 | 0.0644 | 0.0472 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107203 | -55462 | -93226 | -765290 | -381639 | -383650 |
Profit Factor | 2.2903 | 3.8197 | 1.321 | 1.3089 | 1.3751 | 1.2515 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.3857 | 6.2504 | 1.7614 | 1.9348 | 2.2501 | 1.6687 |
Largest Winning Trade | 353668 | 353668 | 56356 | 487180 | 487180 | 318175 |
Largest Losing Trade | -42913 | -20681 | -42913 | -231543 | -183701 | -231543 |
Avg Bars in Trades | 82 | 55 | 111 | 82 | 55 | 111 |
Avg Bars in Winners | 149 | 93 | 200 | 149 | 93 | 200 |
Avg Bars in Losers | 37 | 31 | 43 | 37 | 31 | 43 |
Bars Traded | 4711 | 1600 | 3111 | 4711 | 1600 | 3111 |
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 | -170831 | 344175 | -174182 | -288916 | -132917 | -161851 |
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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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