Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501366.1554 | 411707.7784 | 89658.377 | 626118.8057 | 116007.6627 | 510111.143 |
Total P&L (%) | 501.3662 | 411.7078 | 89.6584 | 626.1188 | 116.0077 | 510.1111 |
Avg Daily Profit (%) | 0.2825 | 0.2319 | 0.0505 | 0.1118 | 0.0434 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112985 | -68911 | -80678 | -1915447 | -1355776 | -559671 |
Profit Factor | 2.0042 | 2.738 | 1.3417 | 1.1695 | 1.054 | 1.3297 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 41.1765 | 38.2353 | 44.1176 | 41.1765 | 38.2353 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.8632 | 4.423 | 1.6995 | 1.6707 | 1.7027 | 1.6843 |
Largest Winning Trade | 213912 | 213912 | 70127 | 1002703 | 536417 | 1002703 |
Largest Losing Trade | -31325 | -31325 | -29809 | -715929 | -715929 | -194852 |
Avg Bars in Trades | 152 | 152 | 152 | 152 | 152 | 152 |
Avg Bars in Winners | 259 | 253 | 264 | 259 | 253 | 264 |
Avg Bars in Losers | 78 | 90 | 64 | 78 | 90 | 64 |
Bars Traded | 10390 | 5197 | 5193 | 10390 | 5197 | 5193 |
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 | -104658 | 306943 | -126311 | -193552 | -299504 | -57400 |
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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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