Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883020.5455 | 747062.0918 | 135958.4536 | 1081327.1436 | 750643.9108 | 330683.2328 |
Total P&L (%) | 883.0205 | 747.0621 | 135.9585 | 1081.3271 | 750.6439 | 330.6832 |
Avg Daily Profit (%) | 0.3655 | 0.3092 | 0.0563 | 0.1023 | 0.0887 | 0.0605 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102250 | -101540 | -48051 | -3118772 | -3600387 | -1500763 |
Profit Factor | 2.574 | 2.9742 | 1.7447 | 1.1021 | 1.1071 | 1.0921 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 40.625 | 34.375 | 46.875 | 40.625 | 34.375 | 46.875 |
Ratio Avg Win / Avg Loss | 3.762 | 5.678 | 1.9773 | 1.6107 | 2.1136 | 1.2378 |
Largest Winning Trade | 383510 | 383510 | 56550 | 1874524 | 1874524 | 932747 |
Largest Losing Trade | -58338 | -58338 | -25546 | -1506385 | -1506385 | -741613 |
Avg Bars in Trades | 146 | 221 | 71 | 146 | 221 | 71 |
Avg Bars in Winners | 184 | 288 | 107 | 184 | 288 | 107 |
Avg Bars in Losers | 120 | 185 | 39 | 120 | 185 | 39 |
Bars Traded | 9370 | 7076 | 2294 | 9370 | 7076 | 2294 |
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 | -133062 | 307547 | -115706 | -310605 | -181840 | -232612 |
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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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