Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670667.5727 | 514622.8178 | 156044.7549 | 504536.3023 | 135636.8887 | 368899.4136 |
Total P&L (%) | 670.6676 | 514.6228 | 156.0448 | 504.5363 | 135.6369 | 368.8994 |
Avg Daily Profit (%) | 0.4553 | 0.3494 | 0.1059 | 0.1222 | 0.0582 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116246 | -128728 | -45804 | -843072 | -539065 | -472187 |
Profit Factor | 2.0231 | 2.3626 | 1.5616 | 1.149 | 1.0735 | 1.2392 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 37.1212 | 28.7879 | 45.4545 | 37.1212 | 28.7879 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.4268 | 5.8443 | 1.8739 | 1.9463 | 2.6556 | 1.4871 |
Largest Winning Trade | 392615 | 392615 | 65920 | 632824 | 632824 | 382091 |
Largest Losing Trade | -32356 | -32356 | -26967 | -324712 | -195821 | -324712 |
Avg Bars in Trades | 21 | 17 | 26 | 21 | 17 | 26 |
Avg Bars in Winners | 40 | 32 | 45 | 40 | 32 | 45 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 2879 | 1144 | 1735 | 2879 | 1144 | 1735 |
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 | 348615 | -123486 | -174711 | -89320 | -391013 | -179097 |
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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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