Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617563.8346 | 476552.2253 | 141011.6093 | 2737694.8898 | 1304621.5501 | 1433073.3397 |
Total P&L (%) | 617.5638 | 476.5522 | 141.0116 | 2737.6949 | 1304.6216 | 1433.0733 |
Avg Daily Profit (%) | 0.3464 | 0.2673 | 0.0791 | 0.1878 | 0.1483 | 0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53330 | -32483 | -76779 | -1314766 | -665403 | -649363 |
Profit Factor | 2.6846 | 4.5612 | 1.6058 | 1.8866 | 1.9312 | 1.8496 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 3.2401 | 5.1694 | 2.0646 | 2.277 | 2.1887 | 2.378 |
Largest Winning Trade | 173001 | 173001 | 77559 | 1110031 | 728721 | 1110031 |
Largest Losing Trade | -35523 | -12189 | -35523 | -402803 | -402041 | -402803 |
Avg Bars in Trades | 81 | 71 | 91 | 81 | 71 | 91 |
Avg Bars in Winners | 136 | 111 | 164 | 136 | 111 | 164 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 5202 | 2277 | 2925 | 5202 | 2277 | 2925 |
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 | -131189 | 519193 | -86761 | -134085 | 281119 | 312667 |
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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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