Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690754.2426 | 540702.1004 | 150052.1422 | 1687485.1097 | 179439.3491 | 1508045.7606 |
Total P&L (%) | 690.7542 | 540.7021 | 150.0521 | 1687.4851 | 179.4393 | 1508.0458 |
Avg Daily Profit (%) | 0.3741 | 0.2928 | 0.0813 | 0.1563 | 0.0557 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126709 | -74175 | -66894 | -2161463 | -969701 | -1345790 |
Profit Factor | 2.8698 | 4.0884 | 1.7721 | 1.341 | 1.0725 | 1.6097 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 40.3509 | 41.3793 | 39.2857 | 40.3509 | 41.3793 | 39.2857 |
Ratio Avg Win / Avg Loss | 4.2423 | 5.7918 | 2.7387 | 1.9824 | 1.5194 | 2.4877 |
Largest Winning Trade | 406352 | 406352 | 65398 | 897777 | 650313 | 897777 |
Largest Losing Trade | -30956 | -26920 | -30956 | -680340 | -460207 | -680340 |
Avg Bars in Trades | 125 | 100 | 150 | 125 | 100 | 150 |
Avg Bars in Winners | 224 | 163 | 291 | 224 | 163 | 291 |
Avg Bars in Losers | 58 | 56 | 59 | 58 | 56 | 59 |
Bars Traded | 7143 | 2920 | 4223 | 7143 | 2920 | 4223 |
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 | -168247 | 451798 | -106317 | -174142 | -261653 | -14560 |
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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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