Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 950988.5072 | 817846.7711 | 133141.7361 | 1251167.3187 | 161038.5712 | 1090128.7474 |
Total P&L (%) | 950.9885 | 817.8468 | 133.1417 | 1251.1673 | 161.0386 | 1090.1287 |
Avg Daily Profit (%) | 0.5129 | 0.4411 | 0.0718 | 0.1405 | 0.0518 | 0.1337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72786 | -70955 | -33233 | -957883 | -796966 | -312255 |
Profit Factor | 4.0152 | 5.5277 | 1.9879 | 1.37 | 1.0768 | 1.8493 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 49.2537 | 47.0588 | 51.5152 | 49.2537 | 47.0588 | 51.5152 |
Ratio Avg Win / Avg Loss | 4.1369 | 6.2187 | 1.871 | 1.4115 | 1.2114 | 1.7406 |
Largest Winning Trade | 812577 | 812577 | 79855 | 701101 | 701101 | 587761 |
Largest Losing Trade | -27897 | -27897 | -20042 | -544845 | -544845 | -222459 |
Avg Bars in Trades | 53 | 40 | 67 | 53 | 40 | 67 |
Avg Bars in Winners | 90 | 65 | 113 | 90 | 65 | 113 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 3582 | 1360 | 2222 | 3582 | 1360 | 2222 |
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 | -103504 | 616305 | -93107 | -125797 | -261039 | -10477 |
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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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