Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532535.1451 | 281174.0139 | 251361.1312 | 648518.1357 | 173947.1941 | 474570.9416 |
Total P&L (%) | 532.5351 | 281.174 | 251.3611 | 648.5181 | 173.9472 | 474.5709 |
Avg Daily Profit (%) | 0.3574 | 0.1887 | 0.1687 | 0.1352 | 0.0677 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69399 | -77925 | -63744 | -505005 | -442677 | -275885 |
Profit Factor | 2.0283 | 1.9075 | 2.2083 | 1.377 | 1.1627 | 1.7291 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 47.1429 | 37.1429 | 57.1429 | 47.1429 | 37.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.2742 | 3.2281 | 1.6562 | 1.5439 | 1.9676 | 1.2968 |
Largest Winning Trade | 225733 | 225733 | 67469 | 413737 | 413737 | 409963 |
Largest Losing Trade | -63744 | -38635 | -63744 | -287545 | -287545 | -163050 |
Avg Bars in Trades | 57 | 43 | 70 | 57 | 43 | 70 |
Avg Bars in Winners | 82 | 51 | 102 | 82 | 51 | 102 |
Avg Bars in Losers | 34 | 38 | 27 | 34 | 38 | 27 |
Bars Traded | 3995 | 1526 | 2469 | 3995 | 1526 | 2469 |
Profit Streak | 0 | 0 | 152.0862 | 0 | 0 | 152.0862 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86650 | 220919 | 483674 | -110363 | -148091 | -32207 |
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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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