Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522901.9769 | 424241.2734 | 98660.7035 | 712167.4676 | 311204.8772 | 400962.5903 |
Total P&L (%) | 522.902 | 424.2413 | 98.6607 | 712.1675 | 311.2049 | 400.9626 |
Avg Daily Profit (%) | 0.2223 | 0.1803 | 0.0419 | 0.0891 | 0.0601 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125018 | -39131 | -137606 | -333372 | -226880 | -197530 |
Profit Factor | 2.0277 | 2.7973 | 1.3617 | 1.434 | 1.3882 | 1.4778 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.0277 | 2.7973 | 1.3617 | 1.434 | 1.3882 | 1.4778 |
Largest Winning Trade | 244701 | 244701 | 66513 | 239586 | 232133 | 239586 |
Largest Losing Trade | -34404 | -28741 | -34404 | -182322 | -182322 | -171688 |
Avg Bars in Trades | 126 | 133 | 118 | 126 | 133 | 118 |
Avg Bars in Winners | 176 | 169 | 183 | 176 | 169 | 183 |
Avg Bars in Losers | 75 | 97 | 53 | 75 | 97 | 53 |
Bars Traded | 9087 | 4815 | 4272 | 9087 | 4815 | 4272 |
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 | -71695 | 460428 | -136435 | -156510 | -112032 | -100288 |
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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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