Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501670.4351 | 448757.0947 | 52913.3404 | 268958.6544 | 145020.8392 | 123937.8152 |
Total P&L (%) | 501.6704 | 448.7571 | 52.9133 | 268.9587 | 145.0208 | 123.9378 |
Avg Daily Profit (%) | 0.269 | 0.2407 | 0.0284 | 0.07 | 0.0481 | 0.0432 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102673 | -53380 | -91912 | -373165 | -259098 | -180357 |
Profit Factor | 2.1429 | 3.1264 | 1.2322 | 1.1889 | 1.2022 | 1.1754 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 41.4286 | 37.1429 | 45.7143 | 41.4286 | 37.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.0296 | 5.2908 | 1.4632 | 1.6809 | 2.0345 | 1.3958 |
Largest Winning Trade | 409432 | 409432 | 59060 | 248827 | 248827 | 201708 |
Largest Losing Trade | -39715 | -39715 | -32092 | -142483 | -82250 | -142483 |
Avg Bars in Trades | 76 | 58 | 93 | 76 | 58 | 93 |
Avg Bars in Winners | 132 | 101 | 157 | 132 | 101 | 157 |
Avg Bars in Losers | 36 | 33 | 39 | 36 | 33 | 39 |
Bars Traded | 5333 | 2057 | 3276 | 5333 | 2057 | 3276 |
Profit Streak | 0 | 35.8199 | 0 | 0 | 35.8199 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89407 | 341134 | -158116 | -213159 | -132579 | -164406 |
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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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