Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418518.0956 | 303239.448 | 115278.6476 | 230630.4671 | 26479.0557 | 204151.4114 |
Total P&L (%) | 418.5181 | 303.2394 | 115.2786 | 230.6305 | 26.4791 | 204.1514 |
Avg Daily Profit (%) | 0.3089 | 0.2238 | 0.0851 | 0.0883 | 0.0173 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98822 | -60438 | -48530 | -656554 | -481292 | -301585 |
Profit Factor | 2.1337 | 2.6521 | 1.6211 | 1.1439 | 1.0307 | 1.2756 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 2.4182 | 3.0057 | 1.8372 | 1.2965 | 1.1682 | 1.4457 |
Largest Winning Trade | 314690 | 314690 | 54873 | 393038 | 393038 | 275870 |
Largest Losing Trade | -47455 | -38607 | -47455 | -313096 | -313096 | -132093 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 91 | 56 | 126 | 91 | 56 | 126 |
Avg Bars in Losers | 31 | 42 | 19 | 31 | 42 | 19 |
Bars Traded | 3794 | 1568 | 2226 | 3794 | 1568 | 2226 |
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 | -132104 | 418889 | -77522 | -281971 | -361079 | -84591 |
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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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