Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511751.2676 | 471709.43 | 40041.8376 | 465602.9069 | 341712.1668 | 123890.7401 |
Total P&L (%) | 511.7513 | 471.7094 | 40.0418 | 465.6029 | 341.7122 | 123.8907 |
Avg Daily Profit (%) | 0.269 | 0.2479 | 0.021 | 0.0911 | 0.0781 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104878 | -49108 | -82890 | -590824 | -177540 | -575782 |
Profit Factor | 2.5457 | 4.9365 | 1.1895 | 1.2562 | 1.5272 | 1.106 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 26.3158 | 31.0345 | 21.4286 | 26.3158 | 31.0345 | 21.4286 |
Ratio Avg Win / Avg Loss | 7.1279 | 10.97 | 4.3616 | 3.5174 | 3.3938 | 4.0553 |
Largest Winning Trade | 395402 | 395402 | 72502 | 467901 | 346502 | 467901 |
Largest Losing Trade | -24145 | -12831 | -24145 | -207662 | -93528 | -207662 |
Avg Bars in Trades | 54 | 32 | 77 | 54 | 32 | 77 |
Avg Bars in Winners | 166 | 81 | 294 | 166 | 81 | 294 |
Avg Bars in Losers | 14 | 9 | 17 | 14 | 9 | 17 |
Bars Traded | 3088 | 932 | 2156 | 3088 | 932 | 2156 |
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 | -190312 | 300551 | -244495 | -274181 | -93505 | -305752 |
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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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