Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570322.6167 | 458181.9114 | 112140.7053 | 478503.0275 | 384424.9845 | 94078.043 |
Total P&L (%) | 570.3226 | 458.1819 | 112.1407 | 478.503 | 384.425 | 94.078 |
Avg Daily Profit (%) | 0.3525 | 0.2832 | 0.0693 | 0.1085 | 0.0976 | 0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109049 | -132856 | -73274 | -997064 | -1082049 | -496018 |
Profit Factor | 2.0578 | 2.422 | 1.5169 | 1.1309 | 1.1758 | 1.0641 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.1864 | 3.287 | 1.2641 | 1.2016 | 1.5957 | 0.8867 |
Largest Winning Trade | 240165 | 240165 | 49134 | 826794 | 826794 | 379490 |
Largest Losing Trade | -42787 | -37130 | -42787 | -349384 | -349384 | -274878 |
Avg Bars in Trades | 283 | 300 | 265 | 283 | 300 | 265 |
Avg Bars in Winners | 412 | 481 | 359 | 412 | 481 | 359 |
Avg Bars in Losers | 161 | 167 | 153 | 161 | 167 | 153 |
Bars Traded | 18702 | 9931 | 8771 | 18702 | 9931 | 8771 |
Profit Streak | 0 | 0 | 545.2259 | 0 | 0 | 545.2259 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115836 | 359121 | -97838 | -253708 | -91732 | -288740 |
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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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