Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441062.4936 | 356490.0005 | 84572.4931 | 786125.7831 | 500076.0876 | 286049.6955 |
Total P&L (%) | 441.0625 | 356.49 | 84.5725 | 786.1258 | 500.0761 | 286.0497 |
Avg Daily Profit (%) | 0.3101 | 0.2507 | 0.0595 | 0.1535 | 0.1261 | 0.095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81662 | -54355 | -44468 | -849005 | -703872 | -163447 |
Profit Factor | 2.2358 | 2.4901 | 1.7187 | 1.514 | 1.4233 | 1.8218 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.7302 | 61.2903 | 56.25 | 58.7302 | 61.2903 | 56.25 |
Ratio Avg Win / Avg Loss | 1.5711 | 1.5727 | 1.3368 | 1.0639 | 0.8989 | 1.417 |
Largest Winning Trade | 143140 | 143140 | 20844 | 740298 | 740298 | 244638 |
Largest Losing Trade | -54355 | -54355 | -24119 | -682437 | -682437 | -99424 |
Avg Bars in Trades | 78 | 112 | 45 | 78 | 112 | 45 |
Avg Bars in Winners | 64 | 84 | 43 | 64 | 84 | 43 |
Avg Bars in Losers | 98 | 156 | 49 | 98 | 156 | 49 |
Bars Traded | 4947 | 3479 | 1468 | 4947 | 3479 | 1468 |
Profit Streak | 0 | 157.8971 | 0 | 0 | 157.8971 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137050 | 532817 | -110596 | -140836 | -23126 | -62988 |
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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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