Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1637939.6825 | 1503912.0406 | 134027.6419 | 741057.0071 | -42102.747 | 783159.7541 |
Total P&L (%) | 1637.9397 | 1503.912 | 134.0276 | 741.057 | -42.1027 | 783.1598 |
Avg Daily Profit (%) | 0.6933 | 0.6365 | 0.0567 | 0.0902 | -0.0231 | 0.0922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82757 | -73336 | -97752 | -1298472 | -1319201 | -1090143 |
Profit Factor | 4.3452 | 6.9769 | 1.5631 | 1.1599 | 0.984 | 1.3909 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 6.1154 | 12.2096 | 1.7715 | 1.6324 | 1.722 | 1.5764 |
Largest Winning Trade | 1479742 | 1479742 | 61804 | 994340 | 994340 | 788250 |
Largest Losing Trade | -70661 | -48168 | -70661 | -1090143 | -814001 | -1090143 |
Avg Bars in Trades | 106 | 121 | 89 | 106 | 121 | 89 |
Avg Bars in Winners | 160 | 193 | 134 | 160 | 193 | 134 |
Avg Bars in Losers | 67 | 80 | 50 | 67 | 80 | 50 |
Bars Traded | 6893 | 4020 | 2873 | 6893 | 4020 | 2873 |
Profit Streak | 0 | 0 | 81.7566 | 0 | 0 | 81.7566 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119999 | 538892 | -114652 | -255306 | -583328 | -67936 |
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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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