Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595166.8107 | 488180.1382 | 106986.6725 | 366781.6373 | 922721.319 | -555939.6817 |
Total P&L (%) | 595.1668 | 488.1801 | 106.9867 | 366.7816 | 922.7213 | -555.9397 |
Avg Daily Profit (%) | 0.3733 | 0.3062 | 0.0671 | 0.0967 | 0.146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139998 | -118033 | -89479 | -1948105 | -1442104 | -1008994 |
Profit Factor | 2.1098 | 2.6101 | 1.459 | 1.0834 | 1.3802 | 0.7178 |
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 | 2.8912 | 4.3502 | 1.6535 | 1.4847 | 2.3003 | 0.8135 |
Largest Winning Trade | 283180 | 283180 | 66151 | 1784664 | 1784664 | 314857 |
Largest Losing Trade | -39303 | -30141 | -39303 | -547185 | -547185 | -344223 |
Avg Bars in Trades | 146 | 121 | 170 | 146 | 121 | 170 |
Avg Bars in Winners | 234 | 218 | 247 | 234 | 218 | 247 |
Avg Bars in Losers | 81 | 64 | 102 | 81 | 64 | 102 |
Bars Traded | 9357 | 3903 | 5454 | 9357 | 3903 | 5454 |
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 | -133284 | 310073 | -102406 | -339474 | -992 | -582025 |
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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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