Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663675.6904 | 488943.1396 | 174732.5508 | 579809.8424 | -436759.4989 | 1016569.3413 |
Total P&L (%) | 663.6757 | 488.9431 | 174.7326 | 579.8098 | -436.7595 | 1016.5693 |
Avg Daily Profit (%) | 0.4487 | 0.3306 | 0.1181 | 0.1297 | 0 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95910 | -80353 | -63246 | -2193702 | -2069383 | -879010 |
Profit Factor | 2.1745 | 2.4507 | 1.7663 | 1.086 | 0.9035 | 1.4578 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 50.7692 | 36.3636 | 65.625 | 50.7692 | 36.3636 | 65.625 |
Ratio Avg Win / Avg Loss | 2.1086 | 4.2887 | 0.9252 | 1.0531 | 1.581 | 0.7636 |
Largest Winning Trade | 261770 | 261770 | 62237 | 1379991 | 1379991 | 491388 |
Largest Losing Trade | -48894 | -39186 | -48894 | -939898 | -939898 | -492938 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Losers | 53 | 62 | 37 | 53 | 62 | 37 |
Bars Traded | 4267 | 2238 | 2029 | 4267 | 2238 | 2029 |
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 | -121599 | 290858 | -32719 | -281347 | -583328 | 327552 |
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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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