Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539100.5369 | 437673.8362 | 101426.7006 | 1102569.541 | 515890.6425 | 586678.8986 |
Total P&L (%) | 539.1005 | 437.6738 | 101.4267 | 1102.5695 | 515.8906 | 586.6789 |
Avg Daily Profit (%) | 0.3046 | 0.2473 | 0.0573 | 0.1406 | 0.1028 | 0.1089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64427 | -41245 | -74328 | -1136839 | -480862 | -655976 |
Profit Factor | 2.2001 | 3.5784 | 1.3629 | 1.5103 | 1.5798 | 1.4616 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 46.9136 | 50 | 43.9024 | 46.9136 | 50 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.4895 | 3.5784 | 1.7415 | 1.709 | 1.5798 | 1.8676 |
Largest Winning Trade | 175522 | 175522 | 77645 | 592213 | 355796 | 592213 |
Largest Losing Trade | -47779 | -21190 | -47779 | -494943 | -187575 | -494943 |
Avg Bars in Trades | 254 | 216 | 291 | 254 | 216 | 291 |
Avg Bars in Winners | 418 | 319 | 528 | 418 | 319 | 528 |
Avg Bars in Losers | 109 | 114 | 105 | 109 | 114 | 105 |
Bars Traded | 20632 | 8679 | 11953 | 20632 | 8679 | 11953 |
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 | -4359 | 533013 | -117150 | -19890 | -52431 | -47312 |
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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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