Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541738.2793 | 511777.8758 | 29960.4035 | 617460.8995 | 304225.3989 | 313235.5006 |
Total P&L (%) | 541.7383 | 511.7779 | 29.9604 | 617.4609 | 304.2254 | 313.2355 |
Avg Daily Profit (%) | 0.2298 | 0.2171 | 0.0127 | 0.0836 | 0.0593 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86757 | -27664 | -214495 | -105220 | -105220 | -189582 |
Profit Factor | 2.1667 | 5.8793 | 1.0834 | 2.037 | 2.506 | 1.7962 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 34.9206 | 43.75 | 25.8065 | 34.9206 | 43.75 | 25.8065 |
Ratio Avg Win / Avg Loss | 4.0379 | 7.5591 | 3.1146 | 3.7962 | 3.222 | 5.1641 |
Largest Winning Trade | 272525 | 272525 | 80045 | 325368 | 203185 | 325368 |
Largest Losing Trade | -44008 | -13058 | -44008 | -105220 | -105220 | -44708 |
Avg Bars in Trades | 63 | 24 | 103 | 63 | 24 | 103 |
Avg Bars in Winners | 134 | 36 | 305 | 134 | 36 | 305 |
Avg Bars in Losers | 25 | 14 | 32 | 25 | 14 | 32 |
Bars Traded | 3981 | 781 | 3200 | 3981 | 781 | 3200 |
Profit Streak | 0 | 0 | 324.3165 | 0 | 0 | 324.3165 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144727 | 519781 | -332419 | -234165 | -111192 | -134841 |
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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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