Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820989.7471 | 725058.0787 | 95931.6684 | 364068.1423 | 331140.8961 | 32927.2462 |
Total P&L (%) | 820.9897 | 725.0581 | 95.9317 | 364.0681 | 331.1409 | 32.9272 |
Avg Daily Profit (%) | 0.5133 | 0.4533 | 0.06 | 0.096 | 0.0914 | 0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132214 | -121345 | -65486 | -1016165 | -947555 | -299561 |
Profit Factor | 2.4531 | 3.0362 | 1.4592 | 1.1362 | 1.1934 | 1.0343 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 43.1034 | 31.0345 | 55.1724 | 43.1034 | 31.0345 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.238 | 6.7472 | 1.1856 | 1.4998 | 2.652 | 0.8403 |
Largest Winning Trade | 527459 | 527459 | 54957 | 685378 | 685378 | 280330 |
Largest Losing Trade | -49202 | -49099 | -49202 | -274645 | -274645 | -199491 |
Avg Bars in Trades | 105 | 113 | 97 | 105 | 113 | 97 |
Avg Bars in Winners | 131 | 145 | 124 | 131 | 145 | 124 |
Avg Bars in Losers | 85 | 99 | 64 | 85 | 99 | 64 |
Bars Traded | 6119 | 3289 | 2830 | 6119 | 3289 | 2830 |
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 | -166791 | 308596 | -111166 | -317713 | -85049 | -355827 |
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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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