Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612705.7951 | 544737.7062 | 67968.0889 | 1000080.5036 | 690892.1119 | 309188.3917 |
Total P&L (%) | 612.7058 | 544.7377 | 67.9681 | 1000.0805 | 690.8921 | 309.1884 |
Avg Daily Profit (%) | 0.3787 | 0.3367 | 0.042 | 0.1483 | 0.1279 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112168 | -93028 | -83405 | -1540940 | -1481390 | -906448 |
Profit Factor | 2.2169 | 3.169 | 1.2693 | 1.1775 | 1.2257 | 1.1202 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 44.1176 | 47.0588 | 41.1765 | 44.1176 | 47.0588 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.808 | 3.5651 | 1.8133 | 1.4915 | 1.3789 | 1.6003 |
Largest Winning Trade | 187255 | 187255 | 68193 | 779885 | 699797 | 779885 |
Largest Losing Trade | -53184 | -29283 | -53184 | -665774 | -546780 | -665774 |
Avg Bars in Trades | 274 | 230 | 318 | 274 | 230 | 318 |
Avg Bars in Winners | 481 | 397 | 577 | 481 | 397 | 577 |
Avg Bars in Losers | 110 | 82 | 136 | 110 | 82 | 136 |
Bars Traded | 18656 | 7843 | 10813 | 18656 | 7843 | 10813 |
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 | -102281 | 507638 | -139373 | -135958 | -23396 | -167305 |
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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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