Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128758.5018 | 997514.6874 | 131243.8145 | 350968.6879 | -247332.4531 | 598301.141 |
Total P&L (%) | 1128.7585 | 997.5147 | 131.2438 | 350.9687 | -247.3325 | 598.3011 |
Avg Daily Profit (%) | 0.4802 | 0.4243 | 0.0558 | 0.0641 | 0 | 0.0827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149672 | -59494 | -171233 | -293029 | -408661 | -117993 |
Profit Factor | 3.0035 | 4.3556 | 1.4931 | 1.303 | 0.6964 | 2.7408 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45.9016 | 35.4839 | 56.6667 | 45.9016 | 35.4839 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.5398 | 7.9193 | 1.1418 | 1.5357 | 1.2661 | 2.0959 |
Largest Winning Trade | 945974 | 945974 | 60002 | 279005 | 154922 | 279005 |
Largest Losing Trade | -76817 | -29587 | -76817 | -149874 | -149874 | -73989 |
Avg Bars in Trades | 226 | 181 | 273 | 226 | 181 | 273 |
Avg Bars in Winners | 363 | 326 | 388 | 363 | 326 | 388 |
Avg Bars in Losers | 110 | 102 | 122 | 110 | 102 | 122 |
Bars Traded | 13828 | 5626 | 8202 | 13828 | 5626 | 8202 |
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 | -151424 | 417324 | -116286 | -273729 | -584796 | -76068 |
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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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