Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828378.4052 | 682396.2262 | 145982.179 | 194362.9342 | 123187.4606 | 71175.4736 |
Total P&L (%) | 828.3784 | 682.3962 | 145.9822 | 194.3629 | 123.1875 | 71.1755 |
Avg Daily Profit (%) | 0.4261 | 0.351 | 0.0751 | 0.0556 | 0.0413 | 0.0277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181751 | -62388 | -127507 | -139879 | -81073 | -137960 |
Profit Factor | 2.7613 | 4.1315 | 1.5784 | 1.3818 | 1.5671 | 1.2439 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 56.0606 | 48.4848 | 63.6364 | 56.0606 | 48.4848 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1643 | 4.3897 | 0.9019 | 1.083 | 1.665 | 0.7108 |
Largest Winning Trade | 408432 | 408432 | 55485 | 100024 | 100024 | 75451 |
Largest Losing Trade | -96238 | -62388 | -96238 | -136077 | -56444 | -136077 |
Avg Bars in Trades | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Winners | 134 | 140 | 129 | 134 | 140 | 129 |
Avg Bars in Losers | 87 | 87 | 86 | 87 | 87 | 86 |
Bars Traded | 7490 | 3734 | 3756 | 7490 | 3734 | 3756 |
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 | -112474 | 571412 | -90819 | -245866 | -135517 | -156117 |
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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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