Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615025.6477 | 432795.4854 | 182230.1624 | 1403088.6047 | 689037.4614 | 714051.1434 |
Total P&L (%) | 615.0256 | 432.7955 | 182.2302 | 1403.0886 | 689.0375 | 714.0511 |
Avg Daily Profit (%) | 0.3235 | 0.2276 | 0.0958 | 0.1426 | 0.1087 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71443 | -111903 | -70138 | -1116189 | -1421544 | -785338 |
Profit Factor | 2.2818 | 2.4916 | 1.9608 | 1.2629 | 1.214 | 1.3374 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.1538 | 39.3939 | 53.125 | 46.1538 | 39.3939 | 53.125 |
Ratio Avg Win / Avg Loss | 2.6621 | 3.8333 | 1.7301 | 1.4734 | 1.8676 | 1.18 |
Largest Winning Trade | 220701 | 220701 | 52626 | 1183921 | 1183921 | 522498 |
Largest Losing Trade | -41525 | -34504 | -41525 | -785338 | -655350 | -785338 |
Avg Bars in Trades | 170 | 148 | 193 | 170 | 148 | 193 |
Avg Bars in Winners | 269 | 258 | 277 | 269 | 258 | 277 |
Avg Bars in Losers | 85 | 76 | 97 | 85 | 76 | 97 |
Bars Traded | 11081 | 4891 | 6190 | 11081 | 4891 | 6190 |
Profit Streak | 0 | 0 | 674.6819 | 0 | 0 | 674.6819 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124336 | 304444 | -59959 | -140120 | -50935 | -43622 |
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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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