Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565077.5517 | 447880.0379 | 117197.5138 | 1435050.2031 | 771191.3663 | 663858.8368 |
Total P&L (%) | 565.0776 | 447.88 | 117.1975 | 1435.0502 | 771.1914 | 663.8588 |
Avg Daily Profit (%) | 0.3164 | 0.2508 | 0.0656 | 0.1531 | 0.1213 | 0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77719 | -38439 | -85617 | -930938 | -602725 | -479966 |
Profit Factor | 2.4015 | 4.0324 | 1.4587 | 1.5317 | 1.7102 | 1.4115 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.0346 | 7.3928 | 2.2442 | 2.5732 | 3.1353 | 2.1716 |
Largest Winning Trade | 177961 | 177961 | 77131 | 844468 | 483641 | 844468 |
Largest Losing Trade | -41617 | -18855 | -41617 | -362590 | -186601 | -362590 |
Avg Bars in Trades | 153 | 132 | 176 | 153 | 132 | 176 |
Avg Bars in Winners | 310 | 251 | 365 | 310 | 251 | 365 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 10315 | 4491 | 5824 | 10315 | 4491 | 5824 |
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 | -112603 | 338560 | -107289 | -115963 | -33167 | -42773 |
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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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