Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277302.2765 | 109871.6028 | 167430.6737 | 525519.1919 | 26442.0427 | 499077.1492 |
Total P&L (%) | 277.3023 | 109.8716 | 167.4307 | 525.5192 | 26.442 | 499.0771 |
Avg Daily Profit (%) | 0.2489 | 0.0986 | 0.1503 | 0.1647 | 0.0211 | 0.1608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45574 | -45982 | -29021 | -376067 | -403288 | -201213 |
Profit Factor | 2.1106 | 1.7615 | 2.5884 | 1.4338 | 1.0368 | 2.0131 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 41.9355 | 29.0323 | 54.8387 | 41.9355 | 29.0323 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.9223 | 4.3059 | 2.1316 | 1.9853 | 2.5344 | 1.6578 |
Largest Winning Trade | 78981 | 78981 | 40622 | 247266 | 247266 | 205766 |
Largest Losing Trade | -19810 | -18257 | -19810 | -139868 | -118817 | -139868 |
Avg Bars in Trades | 52 | 36 | 68 | 52 | 36 | 68 |
Avg Bars in Winners | 87 | 67 | 98 | 87 | 67 | 98 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 3238 | 1116 | 2122 | 3238 | 1116 | 2122 |
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 | -149860 | -70045 | 457892 | -152164 | -359180 | 421168 |
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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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