Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513435.6414 | 387804.6243 | 125631.0171 | 274822.2811 | 231114.2757 | 43708.0054 |
Total P&L (%) | 513.4356 | 387.8046 | 125.631 | 274.8223 | 231.1143 | 43.708 |
Avg Daily Profit (%) | 0.2699 | 0.2039 | 0.0661 | 0.0695 | 0.063 | 0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73001 | -103412 | -87927 | -366173 | -312074 | -313301 |
Profit Factor | 1.8832 | 2.1835 | 1.4953 | 1.1817 | 1.2762 | 1.0646 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 50 | 56.25 | 43.75 | 50 | 56.25 | 43.75 |
Ratio Avg Win / Avg Loss | 1.8832 | 1.6982 | 1.9226 | 1.1817 | 0.9926 | 1.3688 |
Largest Winning Trade | 185890 | 185890 | 56767 | 271316 | 271316 | 207205 |
Largest Losing Trade | -47113 | -47113 | -28680 | -257093 | -257093 | -114399 |
Avg Bars in Trades | 113 | 100 | 126 | 113 | 100 | 126 |
Avg Bars in Winners | 165 | 136 | 202 | 165 | 136 | 202 |
Avg Bars in Losers | 60 | 53 | 66 | 60 | 53 | 66 |
Bars Traded | 7237 | 3202 | 4035 | 7237 | 3202 | 4035 |
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 | -131289 | 453111 | -104811 | -264354 | -109798 | -321154 |
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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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