Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397010.7104 | 376544.0904 | 20466.62 | 37967.2427 | 2775.7011 | 35191.5415 |
Total P&L (%) | 397.0107 | 376.5441 | 20.4666 | 37.9672 | 2.7757 | 35.1915 |
Avg Daily Profit (%) | 0.1723 | 0.1634 | 0.0089 | 0.014 | 0.0012 | 0.0131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92707 | -135138 | -78330 | -301924 | -326832 | -158352 |
Profit Factor | 1.7155 | 2.3431 | 1.0745 | 1.0331 | 1.0041 | 1.0752 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 2.0014 | 3.18 | 1.0745 | 1.2053 | 1.3627 | 1.0752 |
Largest Winning Trade | 253368 | 253368 | 47797 | 267448 | 267448 | 77290 |
Largest Losing Trade | -49653 | -45105 | -49653 | -158352 | -145681 | -158352 |
Avg Bars in Trades | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Winners | 122 | 122 | 122 | 122 | 122 | 122 |
Avg Bars in Losers | 76 | 68 | 86 | 76 | 68 | 86 |
Bars Traded | 6358 | 3011 | 3347 | 6358 | 3011 | 3347 |
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 | -127137 | 316792 | -326103 | -498472 | -575999 | -315900 |
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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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