Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928700.8442 | 832868.7558 | 95832.0884 | 326706.6522 | 176690.9164 | 150015.7358 |
Total P&L (%) | 928.7008 | 832.8688 | 95.8321 | 326.7067 | 176.6909 | 150.0157 |
Avg Daily Profit (%) | 0.3886 | 0.3485 | 0.0401 | 0.0607 | 0.0426 | 0.0384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138697 | -78606 | -86106 | -1710478 | -927353 | -1257118 |
Profit Factor | 2.567 | 3.642 | 1.3454 | 1.0701 | 1.0739 | 1.0662 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 37.8788 | 30.303 | 45.4545 | 37.8788 | 30.303 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.2098 | 8.3766 | 1.6145 | 1.755 | 2.4699 | 1.2794 |
Largest Winning Trade | 650442 | 650442 | 61950 | 711822 | 711822 | 497209 |
Largest Losing Trade | -57945 | -37119 | -57945 | -1238395 | -484051 | -1238395 |
Avg Bars in Trades | 103 | 71 | 136 | 103 | 71 | 136 |
Avg Bars in Winners | 232 | 164 | 277 | 232 | 164 | 277 |
Avg Bars in Losers | 25 | 30 | 18 | 25 | 30 | 18 |
Bars Traded | 6833 | 2343 | 4490 | 6833 | 2343 | 4490 |
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 | -118947 | 303176 | -139655 | -387582 | -281835 | -291186 |
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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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