Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476885.6365 | 430120.3092 | 46765.3272 | 146434.3412 | 128170.664 | 18263.6772 |
Total P&L (%) | 476.8856 | 430.1203 | 46.7653 | 146.4343 | 128.1707 | 18.2637 |
Avg Daily Profit (%) | 0.2544 | 0.2295 | 0.0249 | 0.0481 | 0.044 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120452 | -70842 | -89408 | -358227 | -239226 | -190866 |
Profit Factor | 2.0207 | 2.7312 | 1.2138 | 1.1046 | 1.1795 | 1.0266 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.9197 | 2.5947 | 1.1531 | 1.0494 | 1.1205 | 0.9753 |
Largest Winning Trade | 424894 | 424894 | 51310 | 326459 | 326459 | 156251 |
Largest Losing Trade | -52004 | -52004 | -36311 | -172179 | -107979 | -172179 |
Avg Bars in Trades | 47 | 33 | 61 | 47 | 33 | 61 |
Avg Bars in Winners | 69 | 47 | 91 | 69 | 47 | 91 |
Avg Bars in Losers | 24 | 18 | 29 | 24 | 18 | 29 |
Bars Traded | 3688 | 1295 | 2393 | 3688 | 1295 | 2393 |
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 | -26685 | 477756 | -161419 | -272692 | -157061 | -381618 |
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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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