Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 520431.861 | 479897.1144 | 40534.7466 | 283733.8648 | 29966.6837 | 253767.1812 |
Total P&L (%) | 520.4319 | 479.8971 | 40.5347 | 283.7339 | 29.9667 | 253.7672 |
Avg Daily Profit (%) | 0.2712 | 0.2501 | 0.0211 | 0.0701 | 0.0137 | 0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126298 | -51954 | -97445 | -1240950 | -548300 | -692650 |
Profit Factor | 2.0283 | 3.1982 | 1.1408 | 1.0855 | 1.0189 | 1.1467 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 37.931 | 43.3333 | 40.678 | 37.931 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.9579 | 5.2334 | 1.4919 | 1.583 | 1.6672 | 1.4995 |
Largest Winning Trade | 317300 | 317300 | 59479 | 605940 | 604781 | 605940 |
Largest Losing Trade | -36632 | -35422 | -36632 | -350324 | -237608 | -350324 |
Avg Bars in Trades | 63 | 54 | 71 | 63 | 54 | 71 |
Avg Bars in Winners | 106 | 89 | 121 | 106 | 89 | 121 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 3725 | 1579 | 2146 | 3725 | 1579 | 2146 |
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 | -170901 | 338869 | -235066 | -408087 | -381111 | -166811 |
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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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