Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626346.8166 | 490863.4608 | 135483.3558 | 2510814.4126 | 1272097.4235 | 1238716.9892 |
Total P&L (%) | 626.3468 | 490.8635 | 135.4834 | 2510.8144 | 1272.0974 | 1238.717 |
Avg Daily Profit (%) | 0.3534 | 0.277 | 0.0764 | 0.1842 | 0.1479 | 0.1465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67900 | -36664 | -85003 | -1288616 | -269429 | -1019186 |
Profit Factor | 2.5732 | 4.4963 | 1.5256 | 1.8425 | 2.2859 | 1.6222 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 52.2388 | 57.5758 | 47.0588 | 52.2388 | 57.5758 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.3526 | 3.313 | 1.7163 | 1.6846 | 1.6844 | 1.8249 |
Largest Winning Trade | 160719 | 160719 | 79315 | 1025445 | 587208 | 1025445 |
Largest Losing Trade | -45920 | -22561 | -45920 | -550768 | -266382 | -550768 |
Avg Bars in Trades | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Winners | 114 | 88 | 145 | 114 | 88 | 145 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 5157 | 2171 | 2986 | 5157 | 2171 | 2986 |
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 | -106454 | 599819 | -89468 | -109310 | 363202 | 174015 |
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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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