Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285797.2628 | 215749.4171 | 70047.8457 | 191338.8905 | 165805.215 | 25533.6755 |
Total P&L (%) | 285.7973 | 215.7494 | 70.0478 | 191.3389 | 165.8052 | 25.5337 |
Avg Daily Profit (%) | 0.2111 | 0.1593 | 0.0517 | 0.079 | 0.0722 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76128 | -64049 | -46929 | -359835 | -314123 | -194410 |
Profit Factor | 1.9322 | 2.5436 | 1.4199 | 1.1767 | 1.3394 | 1.043 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 51.7241 | 44.8276 | 58.6207 | 51.7241 | 44.8276 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.8034 | 3.1305 | 1.0023 | 1.0983 | 1.6485 | 0.7362 |
Largest Winning Trade | 220876 | 220876 | 51716 | 361866 | 361866 | 120827 |
Largest Losing Trade | -46505 | -18536 | -46505 | -192370 | -107716 | -192370 |
Avg Bars in Trades | 39 | 25 | 52 | 39 | 25 | 52 |
Avg Bars in Winners | 59 | 39 | 74 | 59 | 39 | 74 |
Avg Bars in Losers | 17 | 14 | 21 | 17 | 14 | 21 |
Bars Traded | 2277 | 752 | 1525 | 2277 | 752 | 1525 |
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 | -167891 | 372022 | -121948 | -292893 | -96857 | -347791 |
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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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