Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637477.1334 | 568202.6617 | 69274.4718 | 342778.5118 | 285776.1632 | 57002.3486 |
Total P&L (%) | 637.4771 | 568.2027 | 69.2745 | 342.7785 | 285.7762 | 57.0023 |
Avg Daily Profit (%) | 0.3407 | 0.3036 | 0.037 | 0.0795 | 0.0722 | 0.0241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160678 | -91190 | -96810 | -463142 | -324679 | -294206 |
Profit Factor | 2.4719 | 3.4257 | 1.3484 | 1.216 | 1.3544 | 1.073 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 39.3443 | 32.2581 | 46.6667 | 39.3443 | 32.2581 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.8108 | 7.1941 | 1.541 | 1.8747 | 2.8443 | 1.2263 |
Largest Winning Trade | 528833 | 528833 | 58046 | 454415 | 454415 | 189833 |
Largest Losing Trade | -45861 | -45861 | -36692 | -210833 | -116110 | -210833 |
Avg Bars in Trades | 177 | 155 | 199 | 177 | 155 | 199 |
Avg Bars in Winners | 310 | 294 | 322 | 310 | 294 | 322 |
Avg Bars in Losers | 90 | 89 | 92 | 90 | 89 | 92 |
Bars Traded | 10801 | 4820 | 5981 | 10801 | 4820 | 5981 |
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 | -156470 | 307281 | -143349 | -256490 | -101989 | -303075 |
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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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