Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612703.1029 | 488590.4273 | 124112.6756 | 469573.2813 | -25518.4028 | 495091.6841 |
Total P&L (%) | 612.7031 | 488.5904 | 124.1127 | 469.5733 | -25.5184 | 495.0917 |
Avg Daily Profit (%) | 0.3451 | 0.2752 | 0.0699 | 0.098 | -0.0166 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83131 | -72247 | -41122 | -892612 | -823967 | -405795 |
Profit Factor | 2.4481 | 2.9469 | 1.721 | 1.1508 | 0.9861 | 1.3861 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 47.541 | 43.3333 | 51.6129 | 47.541 | 43.3333 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7014 | 3.8536 | 1.6134 | 1.2699 | 1.2895 | 1.2994 |
Largest Winning Trade | 407594 | 407594 | 55205 | 650256 | 650256 | 469328 |
Largest Losing Trade | -39042 | -39042 | -29556 | -413040 | -413040 | -320399 |
Avg Bars in Trades | 308 | 430 | 190 | 308 | 430 | 190 |
Avg Bars in Winners | 451 | 713 | 239 | 451 | 713 | 239 |
Avg Bars in Losers | 178 | 213 | 138 | 178 | 213 | 138 |
Bars Traded | 18802 | 12907 | 5895 | 18802 | 12907 | 5895 |
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 | -153013 | 405041 | -96171 | -283690 | -581751 | -58022 |
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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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