Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571191.9496 | 392145.7563 | 179046.1933 | 1451857.9745 | 481849.0848 | 970008.8896 |
Total P&L (%) | 571.192 | 392.1458 | 179.0462 | 1451.858 | 481.8491 | 970.0089 |
Avg Daily Profit (%) | 0.4219 | 0.2896 | 0.1322 | 0.2027 | 0.1301 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53120 | -41016 | -34629 | -733249 | -836739 | -408315 |
Profit Factor | 2.7841 | 3.0765 | 2.3636 | 1.5573 | 1.2979 | 1.982 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 39.4366 | 37.1429 | 41.6667 | 39.4366 | 37.1429 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.2756 | 5.2064 | 3.309 | 2.3915 | 2.1964 | 2.7749 |
Largest Winning Trade | 326412 | 326412 | 51701 | 708084 | 708084 | 584006 |
Largest Losing Trade | -32574 | -32574 | -16725 | -558181 | -558181 | -210930 |
Avg Bars in Trades | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Winners | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Losers | 12 | 17 | 7 | 12 | 17 | 7 |
Bars Traded | 2499 | 1385 | 1114 | 2499 | 1385 | 1114 |
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 | -80138 | 333181 | -15233 | -84557 | -23104 | 300548 |
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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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