Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795699.1207 | 632239.9012 | 163459.2194 | 2022625.806 | 698517.332 | 1324108.474 |
Total P&L (%) | 795.6991 | 632.2399 | 163.4592 | 2022.6258 | 698.5173 | 1324.1085 |
Avg Daily Profit (%) | 0.4307 | 0.3422 | 0.0885 | 0.1655 | 0.1125 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111501 | -49721 | -95167 | -863128 | -632833 | -395234 |
Profit Factor | 2.9103 | 4.3343 | 1.7204 | 1.5597 | 1.3574 | 1.7977 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 41.4286 | 40 | 42.8571 | 41.4286 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.1146 | 6.5015 | 2.2938 | 2.205 | 2.0362 | 2.397 |
Largest Winning Trade | 491512 | 491512 | 65527 | 942075 | 782850 | 942075 |
Largest Losing Trade | -47390 | -31507 | -47390 | -378663 | -378663 | -280447 |
Avg Bars in Trades | 77 | 63 | 91 | 77 | 63 | 91 |
Avg Bars in Winners | 140 | 114 | 165 | 140 | 114 | 165 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 5422 | 2212 | 3210 | 5422 | 2212 | 3210 |
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 | -86544 | 455803 | -74375 | -91586 | -44732 | 1613 |
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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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