Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504845.7722 | 419148.6832 | 85697.0889 | 484787.3464 | 358423.1119 | 126364.2345 |
Total P&L (%) | 504.8458 | 419.1487 | 85.6971 | 484.7873 | 358.4231 | 126.3642 |
Avg Daily Profit (%) | 0.271 | 0.225 | 0.046 | 0.0948 | 0.0818 | 0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123982 | -67337 | -82321 | -434594 | -347652 | -285390 |
Profit Factor | 2.2808 | 3.0264 | 1.4575 | 1.2661 | 1.4128 | 1.1325 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 44.2623 | 36.6667 | 51.6129 | 44.2623 | 36.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.8721 | 5.2274 | 1.3664 | 1.5944 | 2.4402 | 1.0618 |
Largest Winning Trade | 339256 | 339256 | 57966 | 390475 | 390475 | 240542 |
Largest Losing Trade | -47411 | -47411 | -37005 | -238746 | -168708 | -238746 |
Avg Bars in Trades | 119 | 99 | 138 | 119 | 99 | 138 |
Avg Bars in Winners | 197 | 176 | 211 | 197 | 176 | 211 |
Avg Bars in Losers | 57 | 53 | 61 | 57 | 53 | 61 |
Bars Traded | 7267 | 2971 | 4296 | 7267 | 2971 | 4296 |
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 | -155244 | 301783 | -130257 | -233593 | -87137 | -208877 |
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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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