Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484765.792 | 350168.0767 | 134597.7153 | 1005596.3743 | 254994.5004 | 750601.8739 |
Total P&L (%) | 484.7658 | 350.1681 | 134.5977 | 1005.5964 | 254.9945 | 750.6019 |
Avg Daily Profit (%) | 0.2734 | 0.1975 | 0.0759 | 0.1356 | 0.0715 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60860 | -71329 | -68240 | -707201 | -933587 | -556070 |
Profit Factor | 2.0212 | 2.5506 | 1.5408 | 1.2964 | 1.1242 | 1.5605 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 51.5152 | 50 | 50.7692 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 1.96 | 2.4006 | 1.5408 | 1.2571 | 1.058 | 1.5605 |
Largest Winning Trade | 90726 | 90726 | 75425 | 370544 | 370544 | 339456 |
Largest Losing Trade | -49908 | -43787 | -49908 | -545831 | -545831 | -315163 |
Avg Bars in Trades | 79 | 89 | 67 | 79 | 89 | 67 |
Avg Bars in Winners | 102 | 115 | 89 | 102 | 115 | 89 |
Avg Bars in Losers | 54 | 63 | 45 | 54 | 63 | 45 |
Bars Traded | 5137 | 2969 | 2168 | 5137 | 2969 | 2168 |
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 | -123810 | 454827 | -88952 | -147397 | -181257 | -28547 |
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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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