Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560087.1477 | 337166.5294 | 222920.6183 | 1255473.9934 | -707465.9966 | 1962939.99 |
Total P&L (%) | 560.0871 | 337.1665 | 222.9206 | 1255.474 | -707.466 | 1962.94 |
Avg Daily Profit (%) | 0.3103 | 0.1868 | 0.1235 | 0.1445 | 0 | 0.1678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84956 | -75067 | -43823 | -1993234 | -2141984 | -839478 |
Profit Factor | 2.4581 | 2.5133 | 2.3818 | 1.1783 | 0.8362 | 1.7207 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 39.3443 | 32.2581 | 46.6667 | 39.3443 | 32.2581 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7895 | 5.2779 | 2.722 | 1.8165 | 1.7559 | 1.9665 |
Largest Winning Trade | 289135 | 289135 | 68570 | 903666 | 819829 | 903666 |
Largest Losing Trade | -37612 | -37612 | -36677 | -667861 | -667861 | -511816 |
Avg Bars in Trades | 114 | 68 | 162 | 114 | 68 | 162 |
Avg Bars in Winners | 220 | 130 | 284 | 220 | 130 | 284 |
Avg Bars in Losers | 46 | 39 | 56 | 46 | 39 | 56 |
Bars Traded | 7012 | 2127 | 4885 | 7012 | 2127 | 4885 |
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 | -156757 | 192930 | -24966 | -193444 | -584939 | 348475 |
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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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