Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460307.8641 | 370998.9542 | 89308.9099 | 834180.609 | 636326.0055 | 197854.6036 |
Total P&L (%) | 460.3079 | 370.999 | 89.3089 | 834.1806 | 636.326 | 197.8546 |
Avg Daily Profit (%) | 0.1965 | 0.1584 | 0.0381 | 0.0955 | 0.0853 | 0.0466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106166 | -54173 | -51992 | -1110153 | -596355 | -514039 |
Profit Factor | 2.2988 | 3.2343 | 1.4741 | 1.2751 | 1.4279 | 1.1281 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 37.931 | 43.3333 | 40.678 | 37.931 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.3524 | 5.2924 | 1.9277 | 1.8595 | 2.3365 | 1.4752 |
Largest Winning Trade | 160887 | 160887 | 54544 | 671559 | 671559 | 450393 |
Largest Losing Trade | -34518 | -30507 | -34518 | -443574 | -443574 | -276105 |
Avg Bars in Trades | 114 | 129 | 99 | 114 | 129 | 99 |
Avg Bars in Winners | 186 | 216 | 160 | 186 | 216 | 160 |
Avg Bars in Losers | 64 | 76 | 52 | 64 | 76 | 52 |
Bars Traded | 6745 | 3757 | 2988 | 6745 | 3757 | 2988 |
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 | -171434 | 313170 | -142342 | -247476 | -81449 | -212940 |
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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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