Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915332.7449 | 829520.6475 | 85812.0974 | 450750.3178 | 215831.3642 | 234918.9537 |
Total P&L (%) | 915.3327 | 829.5206 | 85.8121 | 450.7503 | 215.8314 | 234.919 |
Avg Daily Profit (%) | 0.3799 | 0.3443 | 0.0356 | 0.0708 | 0.0477 | 0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75821 | -70108 | -81175 | -716470 | -669825 | -369841 |
Profit Factor | 2.8222 | 4.404 | 1.3318 | 1.1615 | 1.1681 | 1.156 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.9725 | 9.7867 | 1.8867 | 2.0465 | 2.5957 | 1.6376 |
Largest Winning Trade | 712574 | 712574 | 61836 | 805190 | 805190 | 371791 |
Largest Losing Trade | -38838 | -38838 | -28584 | -359568 | -256756 | -359568 |
Avg Bars in Trades | 163 | 136 | 190 | 163 | 136 | 190 |
Avg Bars in Winners | 315 | 261 | 355 | 315 | 261 | 355 |
Avg Bars in Losers | 77 | 79 | 74 | 77 | 79 | 74 |
Bars Traded | 9487 | 3952 | 5535 | 9487 | 3952 | 5535 |
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 | -170178 | 331145 | -147333 | -325223 | -171133 | -177148 |
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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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