Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454628.7402 | 163751.5737 | 290877.1665 | 2314119.1056 | 12717.5844 | 2301401.5212 |
Total P&L (%) | 454.6287 | 163.7516 | 290.8772 | 2314.1191 | 12.7176 | 2301.4015 |
Avg Daily Profit (%) | 0.3069 | 0.1106 | 0.1964 | 0.2152 | 0.0081 | 0.2148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80372 | -44424 | -43575 | -3423666 | -1584645 | -1839020 |
Profit Factor | 2.5459 | 1.8912 | 3.6361 | 1.4352 | 1.0042 | 1.9996 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 60 | 53.125 | 66.6667 | 60 | 53.125 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6972 | 1.6687 | 1.818 | 0.9568 | 0.8861 | 0.9998 |
Largest Winning Trade | 74661 | 74661 | 62101 | 2100755 | 635335 | 2100755 |
Largest Losing Trade | -29583 | -25278 | -29583 | -1289226 | -765337 | -1289226 |
Avg Bars in Trades | 87 | 69 | 105 | 87 | 69 | 105 |
Avg Bars in Winners | 90 | 55 | 117 | 90 | 55 | 117 |
Avg Bars in Losers | 83 | 85 | 80 | 83 | 85 | 80 |
Bars Traded | 5686 | 2221 | 3465 | 5686 | 2221 | 3465 |
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 | -121314 | -41443 | 594738 | -127292 | -480443 | 407586 |
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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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