Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567372.3272 | 500590.8837 | 66781.4435 | 291425.2373 | 214352.933 | 77072.3043 |
Total P&L (%) | 567.3723 | 500.5909 | 66.7814 | 291.4252 | 214.3529 | 77.0723 |
Avg Daily Profit (%) | 0.3043 | 0.2685 | 0.0358 | 0.0732 | 0.0615 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126670 | -134816 | -43875 | -1430137 | -1289828 | -612469 |
Profit Factor | 2.4937 | 3.0163 | 1.5076 | 1.0943 | 1.1111 | 1.0663 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 39.3939 | 50 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 3.0756 | 4.6404 | 1.5076 | 1.3496 | 1.7094 | 1.0663 |
Largest Winning Trade | 497656 | 497656 | 39200 | 680709 | 680709 | 274075 |
Largest Losing Trade | -39748 | -39748 | -24319 | -355774 | -355774 | -347694 |
Avg Bars in Trades | 77 | 126 | 30 | 77 | 126 | 30 |
Avg Bars in Winners | 99 | 182 | 35 | 99 | 182 | 35 |
Avg Bars in Losers | 60 | 89 | 25 | 60 | 89 | 25 |
Bars Traded | 5209 | 4168 | 1041 | 5209 | 4168 | 1041 |
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 | -109626 | 368473 | -142813 | -335312 | -212215 | -299524 |
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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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