Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542654.384 | 415419.911 | 127234.473 | 1142182.8638 | 622668.6854 | 519514.1784 |
Total P&L (%) | 542.6544 | 415.4199 | 127.2345 | 1142.1829 | 622.6687 | 519.5142 |
Avg Daily Profit (%) | 0.3062 | 0.2344 | 0.0718 | 0.1423 | 0.1117 | 0.103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74855 | -43529 | -74197 | -573588 | -599742 | -404147 |
Profit Factor | 2.3486 | 3.0297 | 1.6435 | 1.3647 | 1.3927 | 1.3359 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 47.1429 | 45.7143 | 48.5714 | 47.1429 | 45.7143 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.6333 | 3.5978 | 1.7402 | 1.5301 | 1.6538 | 1.4145 |
Largest Winning Trade | 191233 | 191233 | 78732 | 598021 | 598021 | 592790 |
Largest Losing Trade | -32213 | -28171 | -32213 | -239357 | -217155 | -239357 |
Avg Bars in Trades | 72 | 63 | 82 | 72 | 63 | 82 |
Avg Bars in Winners | 103 | 86 | 120 | 103 | 86 | 120 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 5105 | 2222 | 2884 | 5105 | 2222 | 2884 |
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 | -86469 | 432951 | -94521 | -100977 | -43404 | -55352 |
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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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