Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933514.4404 | 852972.2703 | 80542.1701 | 393866.2697 | 285294.444 | 108571.8256 |
Total P&L (%) | 933.5144 | 852.9723 | 80.5422 | 393.8663 | 285.2944 | 108.5718 |
Avg Daily Profit (%) | 0.3862 | 0.3529 | 0.0333 | 0.0661 | 0.0558 | 0.0304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118581 | -73998 | -103286 | -830910 | -709550 | -459522 |
Profit Factor | 2.6365 | 4.116 | 1.2715 | 1.1313 | 1.1994 | 1.0692 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 37.1429 | 31.4286 | 42.8571 | 37.1429 | 31.4286 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.4617 | 8.9803 | 1.6953 | 1.9146 | 2.6169 | 1.4256 |
Largest Winning Trade | 667636 | 667636 | 63292 | 687657 | 687657 | 437970 |
Largest Losing Trade | -38968 | -34022 | -38968 | -311244 | -311244 | -265464 |
Avg Bars in Trades | 100 | 80 | 120 | 100 | 80 | 120 |
Avg Bars in Winners | 171 | 135 | 198 | 171 | 135 | 198 |
Avg Bars in Losers | 58 | 55 | 61 | 58 | 55 | 61 |
Bars Traded | 7028 | 2813 | 4215 | 7028 | 2813 | 4215 |
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 | -89120 | 333323 | -150147 | -283402 | -125660 | -299412 |
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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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