Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1823314.6107 | 1658978.044 | 164336.5667 | 1410907.2778 | -800385.92 | 2211293.1978 |
Total P&L (%) | 1823.3146 | 1658.978 | 164.3366 | 1410.9073 | -800.3859 | 2211.2932 |
Avg Daily Profit (%) | 0.7695 | 0.7001 | 0.0694 | 0.1147 | 0 | 0.1326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117210 | -54791 | -115607 | -2390609 | -1960805 | -966697 |
Profit Factor | 4.5977 | 7.0524 | 1.7062 | 1.2441 | 0.7719 | 1.9737 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 45.3125 | 34.375 | 56.25 | 45.3125 | 34.375 | 56.25 |
Ratio Avg Win / Avg Loss | 5.5489 | 13.4636 | 1.3271 | 1.5015 | 1.4737 | 1.5351 |
Largest Winning Trade | 1611978 | 1611978 | 64691 | 1532524 | 850578 | 1532524 |
Largest Losing Trade | -72594 | -34918 | -72594 | -790620 | -619018 | -790620 |
Avg Bars in Trades | 143 | 109 | 177 | 143 | 109 | 177 |
Avg Bars in Winners | 239 | 208 | 257 | 239 | 208 | 257 |
Avg Bars in Losers | 64 | 58 | 74 | 64 | 58 | 74 |
Bars Traded | 9200 | 3511 | 5689 | 9200 | 3511 | 5689 |
Profit Streak | 0 | 0 | 88.0985 | 0 | 0 | 88.0985 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125195 | 530350 | -96874 | -184258 | -585220 | -10474 |
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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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