Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491933.7749 | 403549.4905 | 88384.2845 | 566805.758 | 124289.3001 | 442516.4579 |
Total P&L (%) | 491.9338 | 403.5495 | 88.3843 | 566.8058 | 124.2893 | 442.5165 |
Avg Daily Profit (%) | 0.2622 | 0.2151 | 0.0471 | 0.1012 | 0.0431 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86077 | -67024 | -106253 | -674959 | -710090 | -291916 |
Profit Factor | 2.0887 | 2.7479 | 1.3999 | 1.2653 | 1.0967 | 1.5203 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50 | 45.7143 | 54.2857 | 50 | 45.7143 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.0887 | 3.2631 | 1.1789 | 1.2653 | 1.3023 | 1.2803 |
Largest Winning Trade | 291476 | 291476 | 58346 | 510984 | 510984 | 333198 |
Largest Losing Trade | -43572 | -43572 | -31867 | -291916 | -275992 | -291916 |
Avg Bars in Trades | 78 | 62 | 94 | 78 | 62 | 94 |
Avg Bars in Winners | 116 | 88 | 140 | 116 | 88 | 140 |
Avg Bars in Losers | 40 | 41 | 38 | 40 | 41 | 38 |
Bars Traded | 5490 | 2200 | 3290 | 5490 | 2200 | 3290 |
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 | -86653 | 407425 | -128748 | -156377 | -251259 | -70587 |
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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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