Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764658.5378 | 543770.0836 | 220888.4542 | 3307937.8666 | 917435.3261 | 2390502.5405 |
Total P&L (%) | 764.6585 | 543.7701 | 220.8885 | 3307.9379 | 917.4353 | 2390.5025 |
Avg Daily Profit (%) | 0.402 | 0.2859 | 0.1161 | 0.1857 | 0.122 | 0.1692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122140 | -85806 | -85187 | -2919834 | -2196878 | -2009725 |
Profit Factor | 2.675 | 3.2494 | 2.0284 | 1.4204 | 1.225 | 1.6305 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 38.7097 | 29.0323 | 48.3871 | 38.7097 | 29.0323 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.2354 | 7.943 | 2.1636 | 2.2489 | 2.9945 | 1.7392 |
Largest Winning Trade | 288905 | 288905 | 59669 | 1926487 | 1926487 | 1380570 |
Largest Losing Trade | -51457 | -24396 | -51457 | -1444142 | -988310 | -1444142 |
Avg Bars in Trades | 116 | 107 | 125 | 116 | 107 | 125 |
Avg Bars in Winners | 220 | 259 | 196 | 220 | 259 | 196 |
Avg Bars in Losers | 51 | 45 | 59 | 51 | 45 | 59 |
Bars Traded | 7242 | 3344 | 3898 | 7242 | 3344 | 3898 |
Profit Streak | 0 | 0 | 590.0524 | 0 | 0 | 590.0524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148301 | 104412 | -34188 | -153322 | -41010 | 387992 |
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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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