Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616233.2661 | 488138.611 | 128094.6551 | 1996676.9847 | 1123508.945 | 873168.0398 |
Total P&L (%) | 616.2333 | 488.1386 | 128.0947 | 1996.677 | 1123.5089 | 873.168 |
Avg Daily Profit (%) | 0.5673 | 0.4494 | 0.1179 | 0.2805 | 0.2308 | 0.2097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45307 | -44161 | -52751 | -728583 | -737184 | -551550 |
Profit Factor | 3.3422 | 4.8557 | 1.9384 | 1.5672 | 1.7141 | 1.4485 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 60.9375 | 56.25 | 65.625 | 60.9375 | 56.25 | 65.625 |
Ratio Avg Win / Avg Loss | 2.1424 | 3.7767 | 1.0154 | 1.0046 | 1.3332 | 0.7588 |
Largest Winning Trade | 407466 | 407466 | 35553 | 630512 | 630512 | 404210 |
Largest Losing Trade | -27293 | -27293 | -25763 | -551550 | -530123 | -551550 |
Avg Bars in Trades | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Winners | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Losers | 79 | 93 | 62 | 79 | 93 | 62 |
Bars Traded | 4066 | 2224 | 1842 | 4066 | 2224 | 1842 |
Profit Streak | 0 | 101.5937 | 0 | 0 | 101.5937 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124514 | 706129 | -31010 | -131638 | 454014 | 339787 |
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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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