Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862823.6413 | 831243.9255 | 31579.7158 | 252120.7707 | 164176.4823 | 87944.2883 |
Total P&L (%) | 862.8236 | 831.2439 | 31.5797 | 252.1208 | 164.1765 | 87.9443 |
Avg Daily Profit (%) | 0.4645 | 0.4475 | 0.017 | 0.0678 | 0.0523 | 0.034 |
Buy And Hold Return (%) | 72.012 | 72.012 | 72.012 | 72.012 | 72.012 | 72.012 |
Max Trade Drawdown | -128331 | -127998 | -68203 | -2047572 | -1717509 | -636252 |
Profit Factor | 2.8324 | 4.1673 | 1.1515 | 1.0581 | 1.0696 | 1.0444 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 33.8983 | 30 | 37.931 | 33.8983 | 30 | 37.931 |
Ratio Avg Win / Avg Loss | 5.5231 | 9.7237 | 1.8843 | 2.0633 | 2.4958 | 1.709 |
Largest Winning Trade | 760169 | 760169 | 63767 | 1114677 | 1114677 | 669481 |
Largest Losing Trade | -33352 | -27017 | -33352 | -624600 | -432349 | -624600 |
Avg Bars in Trades | 182 | 227 | 135 | 182 | 227 | 135 |
Avg Bars in Winners | 309 | 390 | 242 | 309 | 390 | 242 |
Avg Bars in Losers | 117 | 157 | 70 | 117 | 157 | 70 |
Bars Traded | 10764 | 6825 | 3938 | 10764 | 6825 | 3938 |
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 | -170334 | 342440 | -393419 | -446630 | -278750 | -419784 |
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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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