Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528907.5983 | 457483.8901 | 71423.7083 | 666411.0877 | 503837.6701 | 162573.4176 |
Total P&L (%) | 528.9076 | 457.4839 | 71.4237 | 666.4111 | 503.8377 | 162.5734 |
Avg Daily Profit (%) | 0.298 | 0.2578 | 0.0402 | 0.1148 | 0.1014 | 0.0544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81065 | -53296 | -98973 | -945136 | -363292 | -605725 |
Profit Factor | 2.0904 | 3.0571 | 1.2719 | 1.2143 | 1.3511 | 1.0971 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 37.3134 | 36.3636 | 38.2353 | 37.3134 | 36.3636 | 38.2353 |
Ratio Avg Win / Avg Loss | 3.5118 | 5.35 | 2.0546 | 2.04 | 2.3645 | 1.7722 |
Largest Winning Trade | 182883 | 182883 | 76223 | 619807 | 540419 | 619807 |
Largest Losing Trade | -31002 | -26357 | -31002 | -479784 | -184972 | -479784 |
Avg Bars in Trades | 153 | 140 | 166 | 153 | 140 | 166 |
Avg Bars in Winners | 298 | 268 | 325 | 298 | 268 | 325 |
Avg Bars in Losers | 67 | 67 | 68 | 67 | 67 | 68 |
Bars Traded | 10305 | 4642 | 5663 | 10305 | 4642 | 5663 |
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 | -113361 | 310581 | -142718 | -164846 | -61058 | -237483 |
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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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