Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535881.6457 | 432054.1958 | 103827.4499 | 622320.4218 | 510353.5882 | 111966.8336 |
Total P&L (%) | 535.8816 | 432.0542 | 103.8275 | 622.3204 | 510.3536 | 111.9668 |
Avg Daily Profit (%) | 0.2143 | 0.1728 | 0.0415 | 0.0791 | 0.0724 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109855 | -76474 | -68384 | -2834206 | -1715906 | -1313267 |
Profit Factor | 2.1635 | 2.6069 | 1.5416 | 1.0731 | 1.0985 | 1.0336 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 44.4444 | 42.5 | 46.3415 | 44.4444 | 42.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 2.7044 | 3.527 | 1.785 | 1.3414 | 1.4862 | 1.1968 |
Largest Winning Trade | 333187 | 333187 | 63086 | 1267642 | 1267642 | 718239 |
Largest Losing Trade | -32924 | -32924 | -32485 | -708446 | -708446 | -667780 |
Avg Bars in Trades | 58 | 85 | 31 | 58 | 85 | 31 |
Avg Bars in Winners | 79 | 122 | 41 | 79 | 122 | 41 |
Avg Bars in Losers | 41 | 58 | 23 | 41 | 58 | 23 |
Bars Traded | 4713 | 3421 | 1292 | 4713 | 3421 | 1292 |
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 | -6162 | 340960 | -136169 | -245491 | -211022 | -337683 |
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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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