Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521801.6399 | 419523.4092 | 102278.2307 | 254185.3313 | 342895.402 | -88710.0707 |
Total P&L (%) | 521.8016 | 419.5234 | 102.2782 | 254.1853 | 342.8954 | -88.7101 |
Avg Daily Profit (%) | 0.3268 | 0.2627 | 0.0641 | 0.0792 | 0.0932 | -0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144823 | -111486 | -93562 | -987935 | -954480 | -346654 |
Profit Factor | 1.96 | 2.4904 | 1.3903 | 1.0947 | 1.2455 | 0.9311 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 50.6494 | 41.0256 | 60.5263 | 50.6494 | 41.0256 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.9098 | 3.58 | 0.9067 | 1.0666 | 1.7904 | 0.6072 |
Largest Winning Trade | 259359 | 259359 | 64918 | 703187 | 703187 | 280796 |
Largest Losing Trade | -52471 | -24144 | -52471 | -305633 | -305633 | -291391 |
Avg Bars in Trades | 60 | 45 | 76 | 60 | 45 | 76 |
Avg Bars in Winners | 87 | 74 | 96 | 87 | 74 | 96 |
Avg Bars in Losers | 32 | 25 | 44 | 32 | 25 | 44 |
Bars Traded | 4676 | 1782 | 2894 | 4676 | 1782 | 2894 |
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 | -33348 | 339645 | -107050 | -249704 | -71083 | -579400 |
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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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