Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543557.0025 | 425076.6354 | 118480.3671 | 1101197.5712 | 633972.8344 | 467224.7368 |
Total P&L (%) | 543.557 | 425.0766 | 118.4804 | 1101.1976 | 633.9728 | 467.2247 |
Avg Daily Profit (%) | 0.3068 | 0.2399 | 0.0669 | 0.1404 | 0.1126 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77905 | -34410 | -81579 | -1195897 | -673892 | -635047 |
Profit Factor | 2.4615 | 3.7004 | 1.5524 | 1.3294 | 1.4522 | 1.2407 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 3.3732 | 6.1674 | 1.7593 | 1.8217 | 2.4203 | 1.4061 |
Largest Winning Trade | 181495 | 181495 | 77920 | 947433 | 663049 | 947433 |
Largest Losing Trade | -35992 | -22741 | -35992 | -369104 | -369104 | -347265 |
Avg Bars in Trades | 79 | 70 | 89 | 79 | 70 | 89 |
Avg Bars in Winners | 137 | 130 | 142 | 137 | 130 | 142 |
Avg Bars in Losers | 37 | 34 | 42 | 37 | 34 | 42 |
Bars Traded | 5097 | 2247 | 2850 | 5097 | 2247 | 2850 |
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 | -133174 | 356789 | -102150 | -150613 | -45060 | -63651 |
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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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