Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 829062.2392 | 710113.2639 | 118948.9752 | 448695.1793 | 381340.8631 | 67354.3163 |
Total P&L (%) | 829.0622 | 710.1133 | 118.949 | 448.6952 | 381.3409 | 67.3543 |
Avg Daily Profit (%) | 0.4486 | 0.3843 | 0.0644 | 0.0922 | 0.0851 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128653 | -103159 | -45519 | -685133 | -510446 | -175504 |
Profit Factor | 3.0562 | 3.8684 | 1.7643 | 1.217 | 1.3007 | 1.0842 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 40.2985 | 35.2941 | 45.4545 | 40.2985 | 35.2941 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5277 | 7.0921 | 2.1171 | 1.8029 | 2.3846 | 1.3011 |
Largest Winning Trade | 743555 | 743555 | 59953 | 743555 | 743555 | 237390 |
Largest Losing Trade | -45519 | -37427 | -45519 | -247629 | -247629 | -233691 |
Avg Bars in Trades | 79 | 56 | 103 | 79 | 56 | 103 |
Avg Bars in Winners | 153 | 112 | 186 | 153 | 112 | 186 |
Avg Bars in Losers | 29 | 26 | 34 | 29 | 26 | 34 |
Bars Traded | 5327 | 1918 | 3409 | 5327 | 1918 | 3409 |
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 | -109049 | 390296 | -105432 | -194286 | -83917 | -285511 |
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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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