Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578784.8273 | 486427.8762 | 92356.9511 | 922505.5018 | 76192.1458 | 846313.356 |
Total P&L (%) | 578.7848 | 486.4279 | 92.357 | 922.5055 | 76.1921 | 846.3134 |
Avg Daily Profit (%) | 0.2456 | 0.2064 | 0.0392 | 0.0987 | 0.024 | 0.0954 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149400 | -57669 | -168823 | -309461 | -363870 | -147061 |
Profit Factor | 2.1799 | 3.4105 | 1.3199 | 1.7628 | 1.1089 | 2.661 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.3134 | 5.6841 | 1.8275 | 2.6795 | 1.8481 | 3.6844 |
Largest Winning Trade | 243771 | 243771 | 67003 | 534399 | 159007 | 534399 |
Largest Losing Trade | -53191 | -25678 | -53191 | -175547 | -175547 | -126928 |
Avg Bars in Trades | 102 | 74 | 131 | 102 | 74 | 131 |
Avg Bars in Winners | 147 | 76 | 213 | 147 | 76 | 213 |
Avg Bars in Losers | 72 | 73 | 72 | 72 | 73 | 72 |
Bars Traded | 6452 | 2383 | 4069 | 6452 | 2383 | 4069 |
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 | -142715 | 334952 | -142420 | -212758 | -265300 | -63295 |
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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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