Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436925.0958 | 371057.8983 | 65867.1974 | 391687.4634 | 182428.0061 | 209259.4573 |
Total P&L (%) | 436.9251 | 371.0579 | 65.8672 | 391.6875 | 182.428 | 209.2595 |
Avg Daily Profit (%) | 0.1865 | 0.1584 | 0.0281 | 0.068 | 0.0443 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76587 | -53231 | -109978 | -295000 | -221191 | -172447 |
Profit Factor | 1.9625 | 2.9396 | 1.2508 | 1.2805 | 1.2673 | 1.293 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.084 | 4.6193 | 1.9656 | 2.0122 | 1.9915 | 2.0319 |
Largest Winning Trade | 211214 | 211214 | 60147 | 233763 | 233763 | 215592 |
Largest Losing Trade | -27762 | -15654 | -27762 | -111327 | -87034 | -111327 |
Avg Bars in Trades | 94 | 62 | 126 | 94 | 62 | 126 |
Avg Bars in Winners | 178 | 117 | 238 | 178 | 117 | 238 |
Avg Bars in Losers | 41 | 28 | 54 | 41 | 28 | 54 |
Bars Traded | 6810 | 2262 | 4548 | 6810 | 2262 | 4548 |
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 | -76864 | 308013 | -159017 | -189138 | -137020 | -131694 |
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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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