Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927127.3828 | 821573.026 | 105554.3567 | 306277.2427 | -178832.8606 | 485110.1033 |
Total P&L (%) | 927.1274 | 821.573 | 105.5544 | 306.2772 | -178.8329 | 485.1101 |
Avg Daily Profit (%) | 0.5175 | 0.4586 | 0.0589 | 0.0783 | 0 | 0.0987 |
Buy And Hold Return (%) | 250.2741 | 250.2741 | 250.2741 | 250.2741 | 250.2741 | 250.2741 |
Max Trade Drawdown | -91702 | -149791 | -65147 | -626765 | -1073416 | -162195 |
Profit Factor | 3.645 | 4.7146 | 1.8161 | 1.1622 | 0.8729 | 2.0074 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 34.375 | 48.4848 | 41.5385 | 34.375 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.13 | 9.0006 | 1.9296 | 1.6356 | 1.6665 | 2.1329 |
Largest Winning Trade | 930013 | 930013 | 41063 | 835800 | 835800 | 206012 |
Largest Losing Trade | -49926 | -46519 | -49926 | -358781 | -358781 | -89606 |
Avg Bars in Trades | 97 | 104 | 91 | 97 | 104 | 91 |
Avg Bars in Winners | 148 | 185 | 122 | 148 | 185 | 122 |
Avg Bars in Losers | 62 | 61 | 62 | 62 | 61 | 62 |
Bars Traded | 6366 | 3338 | 3028 | 6366 | 3338 | 3028 |
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 | -124500 | 319140 | -277192 | -365204 | -584108 | -65359 |
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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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