Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 672293.4241 | 557022.9755 | 115270.4486 | 393138.6218 | 223139.8458 | 169998.776 |
Total P&L (%) | 672.2934 | 557.023 | 115.2704 | 393.1386 | 223.1398 | 169.9988 |
Avg Daily Profit (%) | 0.3616 | 0.2996 | 0.062 | 0.0859 | 0.0631 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124468 | -71531 | -104464 | -559946 | -475580 | -358545 |
Profit Factor | 2.313 | 3.1364 | 1.4587 | 1.1828 | 1.1945 | 1.1693 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.4696 | 6.0114 | 1.7322 | 1.7741 | 2.2895 | 1.3886 |
Largest Winning Trade | 481386 | 481386 | 69213 | 560980 | 560980 | 261088 |
Largest Losing Trade | -54627 | -53673 | -54627 | -300216 | -300216 | -156677 |
Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
Avg Bars in Winners | 133 | 111 | 150 | 133 | 111 | 150 |
Avg Bars in Losers | 41 | 35 | 49 | 41 | 35 | 49 |
Bars Traded | 5498 | 2150 | 3348 | 5498 | 2150 | 3348 |
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 | -88842 | 315423 | -109641 | -199355 | -120189 | -157515 |
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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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