Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526244.9938 | 403759.9679 | 122485.0259 | 1457526.6648 | 1022562.2646 | 434964.4002 |
Total P&L (%) | 526.245 | 403.76 | 122.485 | 1457.5267 | 1022.5623 | 434.9644 |
Avg Daily Profit (%) | 0.2244 | 0.1721 | 0.0522 | 0.1171 | 0.1032 | 0.0715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76990 | -61448 | -39273 | -1799421 | -1203300 | -926472 |
Profit Factor | 2.5926 | 3.2239 | 1.8228 | 1.2388 | 1.3035 | 1.1591 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.679 | 4.2158 | 1.5011 | 1.2801 | 1.7046 | 0.9545 |
Largest Winning Trade | 190160 | 190160 | 62394 | 1316975 | 1316975 | 858968 |
Largest Losing Trade | -26642 | -26642 | -23194 | -612573 | -547934 | -612573 |
Avg Bars in Trades | 71 | 105 | 39 | 71 | 105 | 39 |
Avg Bars in Winners | 96 | 154 | 52 | 96 | 154 | 52 |
Avg Bars in Losers | 47 | 67 | 23 | 47 | 67 | 23 |
Bars Traded | 4372 | 3154 | 1218 | 4372 | 3154 | 1218 |
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 | -153128 | 392578 | -119132 | -202825 | -56275 | -144085 |
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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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