Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651770.7244 | 548548.4556 | 103222.2688 | 813702.8786 | 1262128.4855 | -448425.6068 |
Total P&L (%) | 651.7707 | 548.5485 | 103.2223 | 813.7029 | 1262.1285 | -448.4256 |
Avg Daily Profit (%) | 0.4054 | 0.3412 | 0.0642 | 0.1377 | 0.1626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191264 | -93311 | -90602 | -1771289 | -1039311 | -924909 |
Profit Factor | 2.321 | 3.2618 | 1.4115 | 1.2628 | 1.8624 | 0.7254 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 39.1304 | 34.2857 | 44.1176 | 39.1304 | 34.2857 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.6105 | 6.2517 | 1.7879 | 1.9643 | 3.5696 | 0.9188 |
Largest Winning Trade | 287282 | 287282 | 70768 | 1587107 | 1587107 | 417631 |
Largest Losing Trade | -37967 | -29313 | -37967 | -424484 | -325310 | -424484 |
Avg Bars in Trades | 65 | 50 | 81 | 65 | 50 | 81 |
Avg Bars in Winners | 135 | 108 | 157 | 135 | 108 | 157 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 4544 | 1766 | 2778 | 4544 | 1766 | 2778 |
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 | -96291 | 336925 | -107626 | -118318 | 184744 | -583082 |
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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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