Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729356.712 | 573856.7867 | 155499.9253 | 2832579.6471 | 2721686.0569 | 110893.5901 |
Total P&L (%) | 729.3567 | 573.8568 | 155.4999 | 2832.5796 | 2721.6861 | 110.8936 |
Avg Daily Profit (%) | 0.3189 | 0.2509 | 0.068 | 0.1478 | 0.1461 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129866 | -160497 | -63017 | -1307522 | -1427084 | -939964 |
Profit Factor | 2.6302 | 3.2261 | 1.8201 | 1.5759 | 2.0748 | 1.0465 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 42.8571 | 37.5 | 48.3871 | 42.8571 | 37.5 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.507 | 5.3768 | 1.9415 | 2.1012 | 3.458 | 1.1162 |
Largest Winning Trade | 252871 | 252871 | 51817 | 1436663 | 1436663 | 640359 |
Largest Losing Trade | -36524 | -36524 | -34612 | -803008 | -318159 | -803008 |
Avg Bars in Trades | 67 | 76 | 58 | 67 | 76 | 58 |
Avg Bars in Winners | 109 | 133 | 90 | 109 | 133 | 90 |
Avg Bars in Losers | 36 | 42 | 28 | 36 | 42 | 28 |
Bars Traded | 4279 | 2454 | 1825 | 4279 | 2454 | 1825 |
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 | -139984 | 350852 | -99363 | -146452 | 54819 | -319375 |
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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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