Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327848.9731 | 70239.0801 | 257609.8931 | 602109.0996 | 62801.6924 | 539307.4072 |
Total P&L (%) | 327.849 | 70.2391 | 257.6099 | 602.1091 | 62.8017 | 539.3074 |
Avg Daily Profit (%) | 0.2143 | 0.0459 | 0.1684 | 0.1275 | 0.0319 | 0.1213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58663 | -46666 | -33908 | -609203 | -422355 | -362214 |
Profit Factor | 1.9026 | 1.366 | 2.5041 | 1.2383 | 1.049 | 1.4326 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 39.0244 | 34.1463 | 43.9024 | 39.0244 | 34.1463 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.9729 | 2.6343 | 3.1997 | 1.9348 | 2.0232 | 1.8305 |
Largest Winning Trade | 77735 | 77735 | 75144 | 443644 | 443644 | 437379 |
Largest Losing Trade | -19354 | -15999 | -19354 | -178627 | -106569 | -178627 |
Avg Bars in Trades | 71 | 45 | 98 | 71 | 45 | 98 |
Avg Bars in Winners | 148 | 89 | 194 | 148 | 89 | 194 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 5895 | 1876 | 4019 | 5895 | 1876 | 4019 |
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 | -1690 | -136117 | 352385 | -34641 | -322392 | -30921 |
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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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