Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146930.7383 | 1039109.9914 | 107820.7469 | 643550.8969 | 243602.111 | 399948.786 |
Total P&L (%) | 1146.9307 | 1039.11 | 107.8207 | 643.5509 | 243.6021 | 399.9488 |
Avg Daily Profit (%) | 0.4877 | 0.4419 | 0.0459 | 0.0854 | 0.0525 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110426 | -88695 | -133088 | -690267 | -778861 | -751883 |
Profit Factor | 3.2283 | 4.7075 | 1.4599 | 1.2388 | 1.1493 | 1.3758 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 45.1613 | 45.1613 | 45.1613 | 45.1613 | 45.1613 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.9201 | 5.7163 | 1.7727 | 1.5042 | 1.3956 | 1.6707 |
Largest Winning Trade | 880120 | 880120 | 58318 | 733377 | 733377 | 492619 |
Largest Losing Trade | -76607 | -44516 | -76607 | -625655 | -595330 | -625655 |
Avg Bars in Trades | 142 | 183 | 102 | 142 | 183 | 102 |
Avg Bars in Winners | 191 | 213 | 169 | 191 | 213 | 169 |
Avg Bars in Losers | 102 | 157 | 47 | 102 | 157 | 47 |
Bars Traded | 8855 | 5674 | 3181 | 8855 | 5674 | 3181 |
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 | -143713 | 567503 | -131419 | -238143 | -180972 | -101786 |
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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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