Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599604.6213 | 478696.0461 | 120908.5752 | 1522004.0711 | 829206.3563 | 692797.7147 |
Total P&L (%) | 599.6046 | 478.696 | 120.9086 | 1522.0041 | 829.2064 | 692.7977 |
Avg Daily Profit (%) | 0.322 | 0.2571 | 0.0649 | 0.1497 | 0.1198 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128817 | -76902 | -93423 | -1580351 | -985596 | -814960 |
Profit Factor | 2.5045 | 3.2435 | 1.6529 | 1.3248 | 1.3185 | 1.3328 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 48.5714 | 42.8571 | 54.2857 | 48.5714 | 42.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.6518 | 4.3247 | 1.3919 | 1.4028 | 1.7579 | 1.1224 |
Largest Winning Trade | 298932 | 298932 | 62797 | 934154 | 737780 | 934154 |
Largest Losing Trade | -50371 | -50371 | -26405 | -625877 | -625877 | -347111 |
Avg Bars in Trades | 313 | 249 | 377 | 313 | 249 | 377 |
Avg Bars in Winners | 455 | 381 | 514 | 455 | 381 | 514 |
Avg Bars in Losers | 179 | 150 | 215 | 179 | 150 | 215 |
Bars Traded | 21944 | 8718 | 13226 | 21944 | 8718 | 13226 |
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 | -85479 | 414764 | -103673 | -91848 | -34170 | -43240 |
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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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