Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617799.6958 | 492682.8074 | 125116.8884 | 1959950.4942 | 1023426.3508 | 936524.1434 |
Total P&L (%) | 617.7997 | 492.6828 | 125.1169 | 1959.9505 | 1023.4264 | 936.5241 |
Avg Daily Profit (%) | 0.3491 | 0.2784 | 0.0707 | 0.1711 | 0.1368 | 0.1322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52733 | -40509 | -79208 | -916654 | -281627 | -680302 |
Profit Factor | 2.622 | 3.7507 | 1.6201 | 1.6472 | 1.7913 | 1.5398 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 42.3729 | 48.2759 | 36.6667 | 42.3729 | 48.2759 | 36.6667 |
Ratio Avg Win / Avg Loss | 3.5659 | 4.0186 | 2.7983 | 2.2402 | 1.9193 | 2.6596 |
Largest Winning Trade | 197905 | 197905 | 79129 | 982546 | 704617 | 982546 |
Largest Losing Trade | -31840 | -23917 | -31840 | -485894 | -236351 | -485894 |
Avg Bars in Trades | 348 | 372 | 325 | 348 | 372 | 325 |
Avg Bars in Winners | 612 | 574 | 660 | 612 | 574 | 660 |
Avg Bars in Losers | 155 | 184 | 132 | 155 | 184 | 132 |
Bars Traded | 20577 | 10799 | 9778 | 20577 | 10799 | 9778 |
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 | -168153 | 519991 | -100713 | -171555 | -7356 | -18674 |
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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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