Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194906.7358 | 1119492.5266 | 75414.2092 | 284867.1726 | -407353.9754 | 692221.148 |
Total P&L (%) | 1194.9067 | 1119.4925 | 75.4142 | 284.8672 | -407.354 | 692.2211 |
Avg Daily Profit (%) | 0.5065 | 0.4746 | 0.032 | 0.0571 | 0 | 0.0878 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121401 | -89431 | -99747 | -782559 | -924238 | -138349 |
Profit Factor | 3.0524 | 4.3695 | 1.3017 | 1.1437 | 0.7379 | 2.6182 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.8437 | 6.0501 | 1.4877 | 1.4403 | 1.0217 | 2.9922 |
Largest Winning Trade | 998053 | 998053 | 66218 | 327700 | 327700 | 298835 |
Largest Losing Trade | -74682 | -38018 | -74682 | -443834 | -443834 | -93328 |
Avg Bars in Trades | 72 | 80 | 65 | 72 | 80 | 65 |
Avg Bars in Winners | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Losers | 53 | 62 | 42 | 53 | 62 | 42 |
Bars Traded | 4443 | 2489 | 1954 | 4443 | 2489 | 1954 |
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 | -151742 | 523471 | -151430 | -347257 | -582287 | -71708 |
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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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