Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607011.1529 | 480137.8144 | 126873.3386 | 1463561.4835 | 769180.7132 | 694380.7703 |
Total P&L (%) | 607.0112 | 480.1378 | 126.8733 | 1463.5615 | 769.1807 | 694.3808 |
Avg Daily Profit (%) | 0.3411 | 0.2698 | 0.0713 | 0.1546 | 0.1216 | 0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87740 | -69572 | -50688 | -765306 | -532466 | -413363 |
Profit Factor | 2.5438 | 4.0265 | 1.5409 | 1.5822 | 1.7238 | 1.4785 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 36.5079 | 34.375 | 38.7097 | 36.5079 | 34.375 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.424 | 7.687 | 2.4398 | 2.7517 | 3.2909 | 2.341 |
Largest Winning Trade | 168538 | 168538 | 77454 | 809571 | 522702 | 809571 |
Largest Losing Trade | -50688 | -24997 | -50688 | -277928 | -181334 | -277928 |
Avg Bars in Trades | 81 | 64 | 100 | 81 | 64 | 100 |
Avg Bars in Winners | 173 | 133 | 210 | 173 | 133 | 210 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 5160 | 2060 | 3100 | 5160 | 2060 | 3100 |
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 | -142431 | 330835 | -99516 | -145955 | -33127 | -39179 |
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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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