Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604321.0987 | 521122.0061 | 83199.0925 | 323672.0484 | 149082.5226 | 174589.5258 |
Total P&L (%) | 604.3211 | 521.122 | 83.1991 | 323.672 | 149.0825 | 174.5895 |
Avg Daily Profit (%) | 0.3056 | 0.2635 | 0.0421 | 0.073 | 0.0462 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110361 | -126464 | -143625 | -347992 | -420030 | -306668 |
Profit Factor | 1.9985 | 2.3924 | 1.3602 | 1.2167 | 1.1511 | 1.3444 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 40 | 50 | 44.9275 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.4497 | 3.5886 | 1.3602 | 1.4915 | 1.7267 | 1.3444 |
Largest Winning Trade | 206175 | 206175 | 69387 | 202761 | 202761 | 201296 |
Largest Losing Trade | -64789 | -47137 | -64789 | -263709 | -263709 | -133519 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 83 | 89 | 78 | 83 | 89 | 78 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 3698 | 1948 | 1750 | 3698 | 1948 | 1750 |
Profit Streak | 0 | 0 | 645.3585 | 0 | 0 | 645.3585 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95512 | 332625 | -135316 | -204097 | -188345 | -123386 |
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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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