Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476679.02 | 398278.007 | 78401.013 | 505779.4827 | 319314.106 | 186465.3767 |
Total P&L (%) | 476.679 | 398.278 | 78.401 | 505.7795 | 319.3141 | 186.4654 |
Avg Daily Profit (%) | 0.2693 | 0.225 | 0.0443 | 0.1018 | 0.081 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88347 | -69300 | -71714 | -313780 | -174673 | -211351 |
Profit Factor | 2.0201 | 2.985 | 1.294 | 1.3493 | 1.5042 | 1.2289 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 39.0625 | 37.5 | 40.625 | 39.0625 | 37.5 | 40.625 |
Ratio Avg Win / Avg Loss | 3.1513 | 4.9749 | 1.8913 | 2.1049 | 2.507 | 1.7961 |
Largest Winning Trade | 170711 | 170711 | 72905 | 332562 | 244383 | 332562 |
Largest Losing Trade | -53119 | -21833 | -53119 | -157096 | -92147 | -157096 |
Avg Bars in Trades | 326 | 280 | 372 | 326 | 280 | 372 |
Avg Bars in Winners | 615 | 517 | 706 | 615 | 517 | 706 |
Avg Bars in Losers | 140 | 138 | 143 | 140 | 138 | 143 |
Bars Traded | 20883 | 8974 | 11909 | 20883 | 8974 | 11909 |
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 | -135978 | 311133 | -136260 | -203147 | -87222 | -116412 |
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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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