Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967760.5283 | 878094.5789 | 89665.9494 | 552056.6097 | 114448.9786 | 437607.6311 |
Total P&L (%) | 967.7605 | 878.0946 | 89.6659 | 552.0566 | 114.449 | 437.6076 |
Avg Daily Profit (%) | 0.3998 | 0.3628 | 0.037 | 0.0775 | 0.0315 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101756 | -56920 | -115575 | -1288305 | -739672 | -548632 |
Profit Factor | 2.8561 | 4.6672 | 1.318 | 1.2181 | 1.0944 | 1.3318 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 32.7586 | 31.0345 | 34.4828 | 32.7586 | 31.0345 | 34.4828 |
Ratio Avg Win / Avg Loss | 5.8625 | 10.3715 | 2.5042 | 2.5004 | 2.4321 | 2.5305 |
Largest Winning Trade | 720669 | 720669 | 67979 | 535278 | 414767 | 535278 |
Largest Losing Trade | -34344 | -22519 | -34344 | -303853 | -303853 | -250035 |
Avg Bars in Trades | 161 | 130 | 192 | 161 | 130 | 192 |
Avg Bars in Winners | 343 | 260 | 419 | 343 | 260 | 419 |
Avg Bars in Losers | 72 | 71 | 73 | 72 | 71 | 73 |
Bars Traded | 9367 | 3779 | 5588 | 9367 | 3779 | 5588 |
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 | -171284 | 343774 | -148198 | -274854 | -273747 | -104823 |
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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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