Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508860.3573 | 404733.9606 | 104126.3967 | 215850.4275 | 31366.5729 | 184483.8546 |
Total P&L (%) | 508.8604 | 404.734 | 104.1264 | 215.8504 | 31.3666 | 184.4839 |
Avg Daily Profit (%) | 0.2636 | 0.2097 | 0.0539 | 0.0596 | 0.0141 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159097 | -150608 | -32157 | -1778816 | -1477635 | -337313 |
Profit Factor | 2.1969 | 2.3069 | 1.9019 | 1.074 | 1.0144 | 1.252 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.0596 | 2.8012 | 1.3736 | 1.0069 | 1.2317 | 0.9042 |
Largest Winning Trade | 395127 | 395127 | 45929 | 775414 | 775414 | 446277 |
Largest Losing Trade | -43811 | -43811 | -27682 | -813426 | -813426 | -319904 |
Avg Bars in Trades | 181 | 306 | 55 | 181 | 306 | 55 |
Avg Bars in Winners | 206 | 392 | 61 | 206 | 392 | 61 |
Avg Bars in Losers | 154 | 236 | 46 | 154 | 236 | 46 |
Bars Traded | 11231 | 9511 | 1720 | 11231 | 9511 | 1720 |
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 | -145528 | 366287 | -117371 | -410756 | -383605 | -121435 |
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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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