Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822382.0139 | 685283.5424 | 137098.4715 | 1020270.2947 | -653861.4662 | 1674131.7609 |
Total P&L (%) | 822.382 | 685.2835 | 137.0985 | 1020.2703 | -653.8615 | 1674.1318 |
Avg Daily Profit (%) | 0.4454 | 0.3711 | 0.0742 | 0.1309 | 0 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146235 | -98541 | -71385 | -2622088 | -1700305 | -1555685 |
Profit Factor | 2.7673 | 3.5043 | 1.7152 | 1.1523 | 0.838 | 1.6286 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 41.2698 | 31.25 | 51.6129 | 41.2698 | 31.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.9381 | 7.7094 | 1.608 | 1.6398 | 1.8436 | 1.5268 |
Largest Winning Trade | 597902 | 597902 | 65717 | 1013273 | 846423 | 1013273 |
Largest Losing Trade | -38253 | -25661 | -38253 | -1045992 | -584477 | -1045992 |
Avg Bars in Trades | 113 | 94 | 133 | 113 | 94 | 133 |
Avg Bars in Winners | 189 | 178 | 197 | 189 | 178 | 197 |
Avg Bars in Losers | 60 | 56 | 64 | 60 | 56 | 64 |
Bars Traded | 7160 | 3033 | 4127 | 7160 | 3033 | 4127 |
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 | -139256 | 319479 | -90389 | -224367 | -585324 | 392874 |
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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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