Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651246.8822 | 452517.7883 | 198729.0939 | 1952819.9476 | 389177.7147 | 1563642.2329 |
Total P&L (%) | 651.2469 | 452.5178 | 198.7291 | 1952.8199 | 389.1777 | 1563.6422 |
Avg Daily Profit (%) | 0.3425 | 0.238 | 0.1045 | 0.1591 | 0.0835 | 0.148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78689 | -123264 | -59187 | -1825788 | -2632126 | -1270464 |
Profit Factor | 2.321 | 2.4689 | 2.0745 | 1.2449 | 1.0766 | 1.5401 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 41.5584 | 33.3333 | 50 | 41.5584 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.2639 | 4.9378 | 2.0745 | 1.7506 | 2.1532 | 1.5401 |
Largest Winning Trade | 214001 | 214001 | 53848 | 1726631 | 1726631 | 871367 |
Largest Losing Trade | -45371 | -33318 | -45371 | -1270464 | -665119 | -1270464 |
Avg Bars in Trades | 143 | 124 | 163 | 143 | 124 | 163 |
Avg Bars in Winners | 248 | 242 | 253 | 248 | 242 | 253 |
Avg Bars in Losers | 69 | 65 | 74 | 69 | 65 | 74 |
Bars Traded | 11081 | 4852 | 6229 | 11081 | 4852 | 6229 |
Profit Streak | 0 | 0 | 664.863 | 0 | 0 | 664.863 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35884 | 222845 | -48530 | -41014 | -223038 | 308032 |
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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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