Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338544.2932 | 271523.7466 | 67020.5466 | 103041.3128 | 95776.2996 | 7265.0132 |
Total P&L (%) | 338.5443 | 271.5237 | 67.0205 | 103.0413 | 95.7763 | 7.265 |
Avg Daily Profit (%) | 0.1904 | 0.1527 | 0.0377 | 0.0398 | 0.0378 | 0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104445 | -60778 | -85221 | -456771 | -266206 | -244523 |
Profit Factor | 1.5803 | 2.088 | 1.2008 | 1.0675 | 1.1394 | 1.0087 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.0017 | 2.6448 | 1.521 | 1.3522 | 1.4432 | 1.2776 |
Largest Winning Trade | 120718 | 120718 | 70604 | 261624 | 153681 | 261624 |
Largest Losing Trade | -44412 | -24572 | -44412 | -135767 | -101463 | -135767 |
Avg Bars in Trades | 49 | 30 | 67 | 49 | 30 | 67 |
Avg Bars in Winners | 80 | 39 | 121 | 80 | 39 | 121 |
Avg Bars in Losers | 24 | 23 | 25 | 24 | 23 | 25 |
Bars Traded | 3351 | 1046 | 2305 | 3351 | 1046 | 2305 |
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 | -105618 | 319742 | -144475 | -401990 | -211977 | -566624 |
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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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