Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611118.1741 | 446493.4272 | 164624.7469 | 1723469.2951 | 927367.4999 | 796101.7952 |
Total P&L (%) | 611.1182 | 446.4934 | 164.6247 | 1723.4693 | 927.3675 | 796.1018 |
Avg Daily Profit (%) | 0.3777 | 0.276 | 0.1017 | 0.1796 | 0.1441 | 0.1356 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68519 | -107091 | -75999 | -1380400 | -1644207 | -725653 |
Profit Factor | 2.4053 | 2.811 | 1.8741 | 1.2702 | 1.2498 | 1.2987 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 42.1875 | 37.5 | 46.875 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 3.2961 | 4.685 | 2.124 | 1.7407 | 2.083 | 1.4718 |
Largest Winning Trade | 213757 | 213757 | 53851 | 1387192 | 1387192 | 549673 |
Largest Losing Trade | -35968 | -28076 | -35968 | -725653 | -711836 | -725653 |
Avg Bars in Trades | 292 | 253 | 331 | 292 | 253 | 331 |
Avg Bars in Winners | 490 | 461 | 513 | 490 | 461 | 513 |
Avg Bars in Losers | 148 | 128 | 171 | 148 | 128 | 171 |
Bars Traded | 18734 | 8111 | 10623 | 18734 | 8111 | 10623 |
Profit Streak | 0 | 0 | 544.9276 | 0 | 0 | 544.9276 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132676 | 314714 | -54251 | -137939 | -4284 | -12148 |
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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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