Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540154.0978 | 385297.5496 | 154856.5481 | 309954.5293 | 316588.7048 | -6634.1755 |
Total P&L (%) | 540.1541 | 385.2976 | 154.8565 | 309.9545 | 316.5887 | -6.6342 |
Avg Daily Profit (%) | 0.2852 | 0.2035 | 0.0818 | 0.0745 | 0.0754 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131484 | -64840 | -154122 | -267392 | -134909 | -285084 |
Profit Factor | 2.1767 | 2.8403 | 1.6203 | 1.3854 | 2.0397 | 0.9867 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 65.7895 | 65.7895 | 65.7895 | 65.7895 | 65.7895 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1319 | 1.477 | 0.8425 | 0.7204 | 1.0607 | 0.5131 |
Largest Winning Trade | 141748 | 141748 | 39914 | 127270 | 127270 | 79975 |
Largest Losing Trade | -92461 | -47641 | -92461 | -255376 | -98521 | -255376 |
Avg Bars in Trades | 71 | 77 | 65 | 71 | 77 | 65 |
Avg Bars in Winners | 64 | 74 | 53 | 64 | 74 | 53 |
Avg Bars in Losers | 85 | 82 | 87 | 85 | 82 | 87 |
Bars Traded | 5414 | 2940 | 2474 | 5414 | 2940 | 2474 |
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 | -39656 | 504768 | -81422 | -145943 | -87472 | -578718 |
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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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