Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455839.5191 | 382628.8614 | 73210.6577 | 407620.1738 | 270994.9014 | 136625.2723 |
Total P&L (%) | 455.8395 | 382.6289 | 73.2107 | 407.6202 | 270.9949 | 136.6253 |
Avg Daily Profit (%) | 0.2571 | 0.2158 | 0.0413 | 0.0917 | 0.074 | 0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57875 | -42734 | -80808 | -295618 | -249307 | -190982 |
Profit Factor | 2.1167 | 3.4274 | 1.2922 | 1.3101 | 1.5203 | 1.1721 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 49.2754 | 44.1176 | 54.2857 | 49.2754 | 44.1176 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.179 | 4.3413 | 1.0882 | 1.3486 | 1.9258 | 0.987 |
Largest Winning Trade | 191233 | 191233 | 73659 | 308471 | 260182 | 308471 |
Largest Losing Trade | -58257 | -25901 | -58257 | -190982 | -129218 | -190982 |
Avg Bars in Trades | 74 | 64 | 84 | 74 | 64 | 84 |
Avg Bars in Winners | 106 | 96 | 113 | 106 | 96 | 113 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 5157 | 2205 | 2952 | 5157 | 2205 | 2952 |
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 | -94424 | 432222 | -137168 | -176993 | -93941 | -160345 |
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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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