Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647714.3471 | 517459.1203 | 130255.2269 | 1653701.5902 | 136711.8559 | 1516989.7343 |
Total P&L (%) | 647.7143 | 517.4591 | 130.2552 | 1653.7016 | 136.7119 | 1516.9897 |
Avg Daily Profit (%) | 0.3397 | 0.2714 | 0.0683 | 0.1503 | 0.0452 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78101 | -59549 | -56103 | -2142478 | -1213691 | -1072875 |
Profit Factor | 2.6359 | 3.6615 | 1.6464 | 1.2826 | 1.0424 | 1.5767 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.4794 | 5.9916 | 1.764 | 1.693 | 1.7058 | 1.6893 |
Largest Winning Trade | 317300 | 317300 | 60013 | 1503467 | 1503467 | 1458377 |
Largest Losing Trade | -28770 | -28089 | -28770 | -581862 | -581862 | -537877 |
Avg Bars in Trades | 124 | 111 | 137 | 124 | 111 | 137 |
Avg Bars in Winners | 206 | 184 | 223 | 206 | 184 | 223 |
Avg Bars in Losers | 61 | 66 | 56 | 61 | 66 | 56 |
Bars Traded | 7209 | 3226 | 3983 | 7209 | 3226 | 3983 |
Profit Streak | 0 | 0 | 117.0795 | 0 | 0 | 117.0795 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167922 | 385656 | -98766 | -173480 | -310024 | 183414 |
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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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