Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464861.5949 | 389192.7771 | 75668.8178 | 542401.8949 | 420473.4943 | 121928.4006 |
Total P&L (%) | 464.8616 | 389.1928 | 75.6688 | 542.4019 | 420.4735 | 121.9284 |
Avg Daily Profit (%) | 0.2619 | 0.2193 | 0.0426 | 0.1049 | 0.093 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60557 | -33528 | -70966 | -477983 | -294958 | -299703 |
Profit Factor | 1.969 | 3.4243 | 1.2371 | 1.259 | 1.5099 | 1.0961 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 35.8025 | 36.5854 | 35 | 35.8025 | 36.5854 | 35 |
Ratio Avg Win / Avg Loss | 3.5306 | 5.9354 | 2.2974 | 2.2576 | 2.6172 | 2.0355 |
Largest Winning Trade | 176954 | 176954 | 76325 | 459912 | 458342 | 459912 |
Largest Losing Trade | -41562 | -13486 | -41562 | -137045 | -93202 | -137045 |
Avg Bars in Trades | 84 | 62 | 107 | 84 | 62 | 107 |
Avg Bars in Winners | 178 | 116 | 245 | 178 | 116 | 245 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 6879 | 2571 | 4309 | 6879 | 2571 | 4309 |
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 | -9908 | 329533 | -140953 | -73429 | -71523 | -252466 |
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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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