Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726931.476 | 602960.7428 | 123970.7333 | 1294622.5528 | 776868.8764 | 517753.6763 |
Total P&L (%) | 726.9315 | 602.9607 | 123.9707 | 1294.6226 | 776.8689 | 517.7537 |
Avg Daily Profit (%) | 0.3892 | 0.3228 | 0.0664 | 0.1412 | 0.1163 | 0.0975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121687 | -69516 | -79318 | -909801 | -438463 | -692866 |
Profit Factor | 2.9992 | 4.2958 | 1.6862 | 1.4434 | 1.5929 | 1.3217 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 56.0606 | 51.5152 | 60.6061 | 56.0606 | 51.5152 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.3507 | 4.0431 | 1.096 | 1.1313 | 1.4992 | 0.8591 |
Largest Winning Trade | 525045 | 525045 | 58485 | 596623 | 596623 | 498932 |
Largest Losing Trade | -47398 | -47398 | -38718 | -535214 | -242981 | -535214 |
Avg Bars in Trades | 81 | 70 | 91 | 81 | 70 | 91 |
Avg Bars in Winners | 114 | 100 | 127 | 114 | 100 | 127 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 5352 | 2323 | 3029 | 5352 | 2323 | 3029 |
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 | -112331 | 595343 | -100886 | -130915 | -35280 | -62454 |
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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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