Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671027.8472 | 585949.4641 | 85078.3831 | 548676.4874 | 43952.4386 | 504724.0488 |
Total P&L (%) | 671.0278 | 585.9495 | 85.0784 | 548.6765 | 43.9524 | 504.724 |
Avg Daily Profit (%) | 0.3393 | 0.2963 | 0.043 | 0.0946 | 0.0184 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88435 | -90551 | -115271 | -631205 | -721900 | -370210 |
Profit Factor | 2.186 | 2.799 | 1.3544 | 1.2264 | 1.0264 | 1.6666 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 46.6667 | 44.8276 | 45.7627 | 46.6667 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.5909 | 3.1988 | 1.667 | 1.4535 | 1.173 | 2.0512 |
Largest Winning Trade | 203800 | 203800 | 81321 | 395866 | 325546 | 395866 |
Largest Losing Trade | -51495 | -51495 | -49737 | -372781 | -372781 | -196175 |
Avg Bars in Trades | 62 | 71 | 54 | 62 | 71 | 54 |
Avg Bars in Winners | 89 | 91 | 87 | 89 | 91 | 87 |
Avg Bars in Losers | 39 | 52 | 26 | 39 | 52 | 26 |
Bars Traded | 3699 | 2133 | 1566 | 3699 | 2133 | 1566 |
Profit Streak | 0 | 0 | 657.1491 | 0 | 0 | 657.1491 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167759 | 462930 | -135023 | -247774 | -362973 | -68948 |
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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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