Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500783.2688 | 417899.2794 | 82883.9894 | 235267.5873 | -23419.6593 | 258687.2466 |
Total P&L (%) | 500.7833 | 417.8993 | 82.884 | 235.2676 | -23.4197 | 258.6872 |
Avg Daily Profit (%) | 0.2594 | 0.2165 | 0.0429 | 0.0627 | -0.0138 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113878 | -73750 | -88647 | -350702 | -261701 | -139045 |
Profit Factor | 1.9317 | 2.5 | 1.3201 | 1.225 | 0.9628 | 1.623 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 42.4242 | 39.3939 | 45.4545 | 42.4242 | 39.3939 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6216 | 3.8461 | 1.5842 | 1.6625 | 1.4813 | 1.9476 |
Largest Winning Trade | 277864 | 277864 | 56479 | 148749 | 142434 | 148749 |
Largest Losing Trade | -49607 | -42609 | -49607 | -110394 | -110394 | -59636 |
Avg Bars in Trades | 109 | 84 | 135 | 109 | 84 | 135 |
Avg Bars in Winners | 168 | 127 | 204 | 168 | 127 | 204 |
Avg Bars in Losers | 66 | 56 | 77 | 66 | 56 | 77 |
Bars Traded | 7250 | 2775 | 4475 | 7250 | 2775 | 4475 |
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 | -119509 | 301591 | -136035 | -240213 | -583260 | -103279 |
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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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