Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493128.9582 | 422135.5308 | 70993.4274 | 446231.7119 | 223706.8103 | 222524.9016 |
Total P&L (%) | 493.129 | 422.1355 | 70.9934 | 446.2317 | 223.7068 | 222.5249 |
Avg Daily Profit (%) | 0.2096 | 0.1794 | 0.0302 | 0.0722 | 0.0499 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87668 | -48977 | -126343 | -382023 | -255494 | -268786 |
Profit Factor | 2.1601 | 2.7537 | 1.385 | 1.3073 | 1.2486 | 1.403 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.6585 | 3.9011 | 1.484 | 1.609 | 1.7689 | 1.5032 |
Largest Winning Trade | 266563 | 266563 | 64973 | 229656 | 229656 | 200923 |
Largest Losing Trade | -48000 | -48000 | -43594 | -127331 | -127331 | -101209 |
Avg Bars in Trades | 117 | 123 | 110 | 117 | 123 | 110 |
Avg Bars in Winners | 179 | 214 | 150 | 179 | 214 | 150 |
Avg Bars in Losers | 66 | 60 | 73 | 66 | 60 | 73 |
Bars Traded | 6802 | 3593 | 3209 | 6802 | 3593 | 3209 |
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 | -169699 | 334521 | -152700 | -276832 | -128752 | -125335 |
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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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