Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445142.6599 | 393656.0848 | 51486.5751 | 662921.0571 | 465000.2335 | 197920.8236 |
Total P&L (%) | 445.1427 | 393.6561 | 51.4866 | 662.9211 | 465.0002 | 197.9208 |
Avg Daily Profit (%) | 0.2252 | 0.1991 | 0.026 | 0.1028 | 0.0876 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103653 | -63709 | -114535 | -267670 | -348370 | -199709 |
Profit Factor | 2.1324 | 3.2669 | 1.2346 | 1.6778 | 1.9815 | 1.3925 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 30.8824 | 38.2353 | 23.5294 | 30.8824 | 38.2353 | 23.5294 |
Ratio Avg Win / Avg Loss | 4.7725 | 5.2772 | 4.0126 | 3.7552 | 3.2008 | 4.5258 |
Largest Winning Trade | 125061 | 125061 | 71262 | 258575 | 226142 | 258575 |
Largest Losing Trade | -29048 | -28402 | -29048 | -84005 | -84005 | -79637 |
Avg Bars in Trades | 80 | 72 | 88 | 80 | 72 | 88 |
Avg Bars in Winners | 199 | 158 | 265 | 199 | 158 | 265 |
Avg Bars in Losers | 27 | 19 | 33 | 27 | 19 | 33 |
Bars Traded | 5478 | 2478 | 3000 | 5478 | 2478 | 3000 |
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 | -109320 | 333582 | -194834 | -173311 | -76796 | -153715 |
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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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