Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923228.3891 | 812774.3346 | 110454.0545 | 613376.4406 | -299177.8562 | 912554.2968 |
Total P&L (%) | 923.2284 | 812.7743 | 110.4541 | 613.3764 | -299.1779 | 912.5543 |
Avg Daily Profit (%) | 0.4772 | 0.4201 | 0.0571 | 0.1016 | 0 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125568 | -95685 | -59424 | -1245396 | -1151653 | -319517 |
Profit Factor | 2.7205 | 3.4337 | 1.5451 | 1.1952 | 0.8672 | 2.0248 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 52.459 | 45.1613 | 60 | 52.459 | 45.1613 | 60 |
Ratio Avg Win / Avg Loss | 2.4655 | 4.1694 | 1.0301 | 1.0831 | 1.053 | 1.3499 |
Largest Winning Trade | 655151 | 655151 | 71747 | 543447 | 543447 | 449424 |
Largest Losing Trade | -57567 | -42883 | -57567 | -515024 | -515024 | -163232 |
Avg Bars in Trades | 91 | 108 | 72 | 91 | 108 | 72 |
Avg Bars in Winners | 104 | 116 | 95 | 104 | 116 | 95 |
Avg Bars in Losers | 76 | 102 | 38 | 76 | 102 | 38 |
Bars Traded | 5563 | 3376 | 2187 | 5563 | 3376 | 2187 |
Profit Streak | 0 | 0 | 41.0701 | 0 | 0 | 41.0701 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150083 | 524313 | -113303 | -228422 | -581033 | -28210 |
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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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