Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555807.8712 | 476173.2984 | 79634.5728 | 46186.8311 | 86546.6298 | -40359.7987 |
Total P&L (%) | 555.8079 | 476.1733 | 79.6346 | 46.1868 | 86.5466 | -40.3598 |
Avg Daily Profit (%) | 0.2878 | 0.2466 | 0.0412 | 0.0197 | 0.0323 | -0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134859 | -148419 | -56330 | -836457 | -769989 | -212802 |
Profit Factor | 1.988 | 2.3899 | 1.3621 | 1.0284 | 1.0789 | 0.9236 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 49.2063 | 40.625 | 58.0645 | 49.2063 | 40.625 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.0522 | 3.4929 | 0.9837 | 1.0616 | 1.5769 | 0.667 |
Largest Winning Trade | 446264 | 446264 | 36669 | 762194 | 762194 | 76602 |
Largest Losing Trade | -56385 | -56385 | -47460 | -466629 | -466629 | -105419 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 65 | 63 | 68 | 65 | 63 | 68 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 3668 | 1856 | 1812 | 3668 | 1856 | 1812 |
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 | -138742 | 320174 | -138017 | -508825 | -286046 | -579772 |
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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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