Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705125.3354 | 593352.698 | 111772.6373 | 1001678.0803 | 664330.6529 | 337347.4274 |
Total P&L (%) | 705.1253 | 593.3527 | 111.7726 | 1001.6781 | 664.3307 | 337.3474 |
Avg Daily Profit (%) | 0.3779 | 0.318 | 0.0599 | 0.1287 | 0.1091 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137680 | -77254 | -83260 | -732778 | -349033 | -536036 |
Profit Factor | 2.8512 | 4.1374 | 1.5828 | 1.3934 | 1.5775 | 1.2416 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.0303 | 51.5152 | 54.5455 | 53.0303 | 51.5152 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5253 | 3.8941 | 1.319 | 1.2341 | 1.4847 | 1.0347 |
Largest Winning Trade | 536512 | 536512 | 58009 | 582550 | 582550 | 352960 |
Largest Losing Trade | -44844 | -44844 | -35896 | -411440 | -213124 | -411440 |
Avg Bars in Trades | 81 | 71 | 90 | 81 | 71 | 90 |
Avg Bars in Winners | 111 | 99 | 121 | 111 | 99 | 121 |
Avg Bars in Losers | 47 | 41 | 52 | 47 | 41 | 52 |
Bars Traded | 5354 | 2369 | 2985 | 5354 | 2369 | 2985 |
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 | -113105 | 589702 | -110549 | -148252 | -45007 | -87020 |
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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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