Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497495.6516 | 379021.1394 | 118474.5122 | 1246674.1575 | 649007.0699 | 597667.0876 |
Total P&L (%) | 497.4957 | 379.0211 | 118.4745 | 1246.6742 | 649.0071 | 597.6671 |
Avg Daily Profit (%) | 0.2791 | 0.2127 | 0.0665 | 0.146 | 0.113 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49835 | -43130 | -72859 | -381464 | -300005 | -271787 |
Profit Factor | 2.2491 | 3.8774 | 1.4445 | 1.6463 | 1.8523 | 1.5119 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7628 | 3.2311 | 1.0644 | 1.2903 | 1.5436 | 1.114 |
Largest Winning Trade | 155833 | 155833 | 75092 | 567114 | 303754 | 567114 |
Largest Losing Trade | -39938 | -18218 | -39938 | -300005 | -300005 | -271787 |
Avg Bars in Trades | 104 | 88 | 121 | 104 | 88 | 121 |
Avg Bars in Winners | 144 | 109 | 178 | 144 | 109 | 178 |
Avg Bars in Losers | 53 | 62 | 44 | 53 | 62 | 44 |
Bars Traded | 6919 | 2912 | 4007 | 6919 | 2912 | 4007 |
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 | -115135 | 549555 | -102248 | -123427 | -37585 | -44646 |
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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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