Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357613.1016 | 312491.259 | 45121.8426 | 55542.2285 | 39799.4599 | 15742.7686 |
Total P&L (%) | 357.6131 | 312.4913 | 45.1218 | 55.5422 | 39.7995 | 15.7428 |
Avg Daily Profit (%) | 0.191 | 0.1669 | 0.0241 | 0.0236 | 0.0179 | 0.0078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -213148 | -184816 | -68811 | -365000 | -297575 | -122524 |
Profit Factor | 1.6678 | 2.1633 | 1.1691 | 1.0677 | 1.0963 | 1.0386 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.0769 | 42.4242 | 43.75 | 43.0769 | 42.4242 | 43.75 |
Ratio Avg Win / Avg Loss | 2.2039 | 2.936 | 1.5031 | 1.4109 | 1.4879 | 1.3354 |
Largest Winning Trade | 240257 | 240257 | 53814 | 131322 | 131322 | 96193 |
Largest Losing Trade | -37306 | -35908 | -37306 | -84519 | -71014 | -84519 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 129 | 122 | 137 | 129 | 122 | 137 |
Avg Bars in Losers | 45 | 54 | 35 | 45 | 54 | 35 |
Bars Traded | 5306 | 2738 | 2568 | 5306 | 2738 | 2568 |
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 | -128266 | 305375 | -198360 | -447350 | -288720 | -372607 |
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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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