Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701473.9633 | 560654.536 | 140819.4273 | 1640644.811 | 550775.4078 | 1089869.4033 |
Total P&L (%) | 701.474 | 560.6545 | 140.8194 | 1640.6448 | 550.7754 | 1089.8694 |
Avg Daily Profit (%) | 0.3755 | 0.3001 | 0.0754 | 0.1531 | 0.1003 | 0.1327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110853 | -51786 | -67456 | -1403052 | -924221 | -792500 |
Profit Factor | 3.0224 | 4.1966 | 1.8213 | 1.41 | 1.2596 | 1.5795 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.3462 | 5.4878 | 1.6999 | 1.561 | 1.6472 | 1.4742 |
Largest Winning Trade | 458470 | 458470 | 57974 | 871428 | 871428 | 799464 |
Largest Losing Trade | -42288 | -27599 | -42288 | -642037 | -413594 | -642037 |
Avg Bars in Trades | 182 | 145 | 221 | 182 | 145 | 221 |
Avg Bars in Winners | 286 | 213 | 350 | 286 | 213 | 350 |
Avg Bars in Losers | 88 | 93 | 82 | 88 | 93 | 82 |
Bars Traded | 10777 | 4358 | 6419 | 10777 | 4358 | 6419 |
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 | -165177 | 484535 | -88669 | -170985 | -60324 | -13550 |
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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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