Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671184.6174 | 523984.9995 | 147199.6179 | 1487115.3031 | 1140670.3812 | 346444.922 |
Total P&L (%) | 671.1846 | 523.985 | 147.1996 | 1487.1153 | 1140.6704 | 346.4449 |
Avg Daily Profit (%) | 0.421 | 0.3287 | 0.0923 | 0.1736 | 0.1581 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85825 | -96398 | -53454 | -2287269 | -2504300 | -1078430 |
Profit Factor | 2.7169 | 3.2306 | 1.9435 | 1.2352 | 1.2966 | 1.1399 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.695 | 5.5802 | 2.0823 | 1.6799 | 2.2396 | 1.2213 |
Largest Winning Trade | 294726 | 294726 | 69693 | 2238235 | 2238235 | 858956 |
Largest Losing Trade | -31629 | -22877 | -31629 | -830163 | -632359 | -830163 |
Avg Bars in Trades | 154 | 127 | 182 | 154 | 127 | 182 |
Avg Bars in Winners | 258 | 246 | 268 | 258 | 246 | 268 |
Avg Bars in Losers | 76 | 57 | 101 | 76 | 57 | 101 |
Bars Traded | 9090 | 3812 | 5278 | 9090 | 3812 | 5278 |
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 | -167355 | 362881 | -66726 | -173855 | 130357 | -134996 |
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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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