Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570167.3757 | 415736.0409 | 154431.3347 | 960951.2665 | 239589.6777 | 721361.5888 |
Total P&L (%) | 570.1674 | 415.736 | 154.4313 | 960.9513 | 239.5897 | 721.3616 |
Avg Daily Profit (%) | 0.4213 | 0.3072 | 0.1141 | 0.1746 | 0.0904 | 0.1557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77901 | -61400 | -39957 | -835009 | -746887 | -572873 |
Profit Factor | 2.3543 | 2.6628 | 1.9033 | 1.3605 | 1.1525 | 1.6589 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 40.625 | 34.375 | 46.875 | 40.625 | 34.375 | 46.875 |
Ratio Avg Win / Avg Loss | 3.441 | 5.0835 | 2.1571 | 1.9884 | 2.2002 | 1.8801 |
Largest Winning Trade | 290625 | 290625 | 60549 | 658046 | 396874 | 658046 |
Largest Losing Trade | -26180 | -26180 | -21576 | -404391 | -404391 | -303154 |
Avg Bars in Trades | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Winners | 141 | 159 | 128 | 141 | 159 | 128 |
Avg Bars in Losers | 37 | 43 | 30 | 37 | 43 | 30 |
Bars Traded | 5117 | 2671 | 2446 | 5117 | 2671 | 2446 |
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 | -133010 | 270267 | -38309 | -138037 | -130090 | 343923 |
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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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