Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458129.2304 | 295895.3081 | 162233.9223 | 830600.1662 | 437344.3007 | 393255.8655 |
Total P&L (%) | 458.1292 | 295.8953 | 162.2339 | 830.6002 | 437.3443 | 393.2559 |
Avg Daily Profit (%) | 0.2368 | 0.1529 | 0.0839 | 0.1154 | 0.087 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97982 | -58833 | -63096 | -2745110 | -1584563 | -1425627 |
Profit Factor | 2.1149 | 2.3854 | 1.8221 | 1.1129 | 1.1124 | 1.1136 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 50 | 54.8387 | 52.459 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.9166 | 2.3854 | 1.5006 | 1.0086 | 1.1124 | 0.9171 |
Largest Winning Trade | 168176 | 168176 | 60649 | 920217 | 851993 | 920217 |
Largest Losing Trade | -46495 | -46495 | -36987 | -883335 | -821628 | -883335 |
Avg Bars in Trades | 91 | 102 | 79 | 91 | 102 | 79 |
Avg Bars in Winners | 116 | 135 | 100 | 116 | 135 | 100 |
Avg Bars in Losers | 62 | 70 | 55 | 62 | 70 | 55 |
Bars Traded | 5562 | 3088 | 2474 | 5562 | 3088 | 2474 |
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 | -153723 | 421751 | -76954 | -300535 | -173816 | -179459 |
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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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