Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446435.7372 | 379730.1373 | 66705.5999 | 597378.8597 | 408694.5322 | 188684.3275 |
Total P&L (%) | 446.4357 | 379.7301 | 66.7056 | 597.3789 | 408.6945 | 188.6843 |
Avg Daily Profit (%) | 0.2258 | 0.192 | 0.0337 | 0.0983 | 0.0823 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110957 | -37109 | -203413 | -182849 | -132994 | -272003 |
Profit Factor | 2.1345 | 3.216 | 1.3003 | 1.8684 | 2.188 | 1.5487 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 35.5932 | 40 | 31.0345 | 35.5932 | 40 | 31.0345 |
Ratio Avg Win / Avg Loss | 3.8625 | 4.824 | 2.8895 | 3.381 | 3.2821 | 3.4416 |
Largest Winning Trade | 144603 | 144603 | 73724 | 154608 | 154608 | 137071 |
Largest Losing Trade | -32093 | -27349 | -32093 | -59639 | -41718 | -59639 |
Avg Bars in Trades | 61 | 55 | 68 | 61 | 55 | 68 |
Avg Bars in Winners | 123 | 98 | 157 | 123 | 98 | 157 |
Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
Bars Traded | 3652 | 1668 | 1983 | 3652 | 1668 | 1983 |
Profit Streak | 0 | 0 | 716.1048 | 0 | 0 | 716.1048 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173479 | 351480 | -153326 | -243208 | -82855 | -125063 |
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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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