Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678627.9407 | 511208.3033 | 167419.6374 | 1609435.1885 | 802693.563 | 806741.6254 |
Total P&L (%) | 678.6279 | 511.2083 | 167.4196 | 1609.4352 | 802.6936 | 806.7416 |
Avg Daily Profit (%) | 0.4194 | 0.316 | 0.1035 | 0.1756 | 0.1361 | 0.1364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86301 | -131957 | -59245 | -1958058 | -2125520 | -886319 |
Profit Factor | 2.4355 | 2.8598 | 1.8461 | 1.2613 | 1.2182 | 1.3254 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 41.4286 | 34.2857 | 48.5714 | 41.4286 | 34.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.4433 | 5.4813 | 1.9547 | 1.7833 | 2.3348 | 1.4034 |
Largest Winning Trade | 244861 | 244861 | 54339 | 1773446 | 1773446 | 565129 |
Largest Losing Trade | -51839 | -34462 | -51839 | -886319 | -550442 | -886319 |
Avg Bars in Trades | 267 | 241 | 294 | 267 | 241 | 294 |
Avg Bars in Winners | 445 | 439 | 449 | 445 | 439 | 449 |
Avg Bars in Losers | 142 | 138 | 146 | 142 | 138 | 146 |
Bars Traded | 18742 | 8450 | 10292 | 18742 | 8450 | 10292 |
Profit Streak | 0 | 0 | 677.8546 | 0 | 0 | 677.8546 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87557 | 301231 | -50947 | -93323 | -16380 | -9954 |
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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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