Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770299.5465 | 580074.8628 | 190224.6837 | 2607984.3927 | 2840503.2237 | -232518.831 |
Total P&L (%) | 770.2995 | 580.0749 | 190.2247 | 2607.9844 | 2840.5032 | -232.5188 |
Avg Daily Profit (%) | 0.4817 | 0.3628 | 0.119 | 0.2065 | 0.2117 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111027 | -93121 | -65341 | -4225517 | -3023924 | -2378452 |
Profit Factor | 2.8369 | 3.2874 | 2.1476 | 1.2848 | 1.5312 | 0.939 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 42.8571 | 34.375 | 51.6129 | 42.8571 | 34.375 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.7825 | 6.2759 | 2.0134 | 1.713 | 2.9232 | 0.8803 |
Largest Winning Trade | 290300 | 290300 | 69161 | 4314087 | 4314087 | 923303 |
Largest Losing Trade | -36317 | -22465 | -36317 | -1173873 | -1173873 | -877333 |
Avg Bars in Trades | 298 | 244 | 354 | 298 | 244 | 354 |
Avg Bars in Winners | 486 | 462 | 503 | 486 | 462 | 503 |
Avg Bars in Losers | 158 | 130 | 196 | 158 | 130 | 196 |
Bars Traded | 18835 | 7836 | 10999 | 18835 | 7836 | 10999 |
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 | -138194 | 345769 | -29940 | -144860 | 166911 | -580608 |
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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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