Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516721.3386 | 455598.7984 | 61122.5403 | 225970.475 | 133343.3011 | 92627.1739 |
Total P&L (%) | 516.7213 | 455.5988 | 61.1225 | 225.9705 | 133.3433 | 92.6272 |
Avg Daily Profit (%) | 0.2917 | 0.2572 | 0.0345 | 0.0667 | 0.0478 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110223 | -41545 | -69536 | -186686 | -104643 | -90132 |
Profit Factor | 2.0238 | 3.555 | 1.1873 | 1.3689 | 1.5746 | 1.2434 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 40.8451 | 38.8889 | 42.8571 | 40.8451 | 38.8889 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.931 | 5.5865 | 1.583 | 1.9825 | 2.4744 | 1.6578 |
Largest Winning Trade | 281436 | 281436 | 77091 | 156514 | 116664 | 156514 |
Largest Losing Trade | -70511 | -22691 | -70511 | -69779 | -41352 | -69779 |
Avg Bars in Trades | 72 | 54 | 91 | 72 | 54 | 91 |
Avg Bars in Winners | 130 | 92 | 166 | 130 | 92 | 166 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 5158 | 1967 | 3191 | 5158 | 1967 | 3191 |
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 | -82170 | 378785 | -163609 | -197071 | -130470 | -145396 |
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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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