Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 717190.7204 | 601695.3583 | 115495.3621 | 1051798.6945 | 73574.0559 | 978224.6386 |
Total P&L (%) | 717.1907 | 601.6954 | 115.4954 | 1051.7987 | 73.5741 | 978.2246 |
Avg Daily Profit (%) | 0.3849 | 0.3229 | 0.062 | 0.1312 | 0.0296 | 0.1277 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83762 | -63969 | -31862 | -1807124 | -1479232 | -505877 |
Profit Factor | 3.9051 | 4.3444 | 2.7249 | 1.256 | 1.0245 | 1.8884 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 45.1613 | 56.25 | 50.7937 | 45.1613 | 56.25 |
Ratio Avg Win / Avg Loss | 3.7831 | 5.2753 | 2.1194 | 1.2168 | 1.244 | 1.4688 |
Largest Winning Trade | 597740 | 597740 | 65700 | 791153 | 791153 | 622852 |
Largest Losing Trade | -36645 | -36645 | -18991 | -634134 | -634134 | -270032 |
Avg Bars in Trades | 54 | 42 | 66 | 54 | 42 | 66 |
Avg Bars in Winners | 85 | 66 | 100 | 85 | 66 | 100 |
Avg Bars in Losers | 22 | 22 | 23 | 22 | 22 | 23 |
Bars Traded | 3447 | 1310 | 2137 | 3447 | 1310 | 2137 |
Profit Streak | 0 | 37.1892 | 0 | 0 | 37.1892 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134287 | 540897 | -104192 | -168495 | -348339 | -18891 |
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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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