Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725002.9237 | 628067.3635 | 96935.5602 | 285403.2563 | 200411.5136 | 84991.7427 |
Total P&L (%) | 725.0029 | 628.0674 | 96.9356 | 285.4033 | 200.4115 | 84.9917 |
Avg Daily Profit (%) | 0.3047 | 0.264 | 0.0407 | 0.0567 | 0.0462 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128485 | -65384 | -116901 | -747611 | -487128 | -498056 |
Profit Factor | 2.0503 | 2.8587 | 1.2751 | 1.0958 | 1.119 | 1.0656 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0503 | 3.0493 | 1.1954 | 1.0958 | 1.1936 | 0.999 |
Largest Winning Trade | 313747 | 313747 | 67706 | 507188 | 507188 | 263247 |
Largest Losing Trade | -72601 | -62986 | -72601 | -269998 | -269998 | -244023 |
Avg Bars in Trades | 110 | 136 | 84 | 110 | 136 | 84 |
Avg Bars in Winners | 133 | 162 | 106 | 133 | 162 | 106 |
Avg Bars in Losers | 87 | 112 | 61 | 87 | 112 | 61 |
Bars Traded | 6854 | 4233 | 2621 | 6854 | 4233 | 2621 |
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 | -145669 | 481489 | -138384 | -390830 | -221469 | -308147 |
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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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