Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539063.6519 | 430970.1859 | 108093.466 | 1190068.4742 | 616540.0947 | 573528.3795 |
Total P&L (%) | 539.0637 | 430.9702 | 108.0935 | 1190.0685 | 616.5401 | 573.5284 |
Avg Daily Profit (%) | 0.3046 | 0.2435 | 0.0611 | 0.1446 | 0.1113 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55673 | -57967 | -80135 | -1106041 | -376137 | -729904 |
Profit Factor | 2.2375 | 3.2088 | 1.4495 | 1.4908 | 1.6074 | 1.4069 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 40.2985 | 39.3939 | 41.1765 | 40.2985 | 39.3939 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.3148 | 4.9366 | 2.0707 | 2.2086 | 2.473 | 2.0098 |
Largest Winning Trade | 167735 | 167735 | 77793 | 701656 | 455528 | 701656 |
Largest Losing Trade | -26770 | -26770 | -26048 | -601144 | -287843 | -601144 |
Avg Bars in Trades | 307 | 271 | 342 | 307 | 271 | 342 |
Avg Bars in Winners | 555 | 473 | 632 | 555 | 473 | 632 |
Avg Bars in Losers | 140 | 140 | 140 | 140 | 140 | 140 |
Bars Traded | 20623 | 8965 | 11658 | 20623 | 8965 | 11658 |
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 | -111860 | 359154 | -112711 | -122282 | -45056 | -50218 |
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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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