Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704361.2299 | 517316.3952 | 187044.8347 | 1144226.5824 | 266069.4163 | 878157.1662 |
Total P&L (%) | 704.3612 | 517.3164 | 187.0448 | 1144.2266 | 266.0694 | 878.1572 |
Avg Daily Profit (%) | 0.4731 | 0.3475 | 0.1256 | 0.1695 | 0.0872 | 0.1533 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67182 | -132525 | -36259 | -1291918 | -559655 | -732263 |
Profit Factor | 2.6123 | 2.8123 | 2.2352 | 1.3541 | 1.1483 | 1.6109 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 33.871 | 22.5806 | 45.1613 | 33.871 | 22.5806 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.1002 | 9.6423 | 2.7141 | 2.6437 | 3.9371 | 1.956 |
Largest Winning Trade | 392924 | 392924 | 63821 | 769697 | 580085 | 769697 |
Largest Losing Trade | -37106 | -37106 | -25665 | -487803 | -309175 | -487803 |
Avg Bars in Trades | 141 | 122 | 159 | 141 | 122 | 159 |
Avg Bars in Winners | 273 | 259 | 281 | 273 | 259 | 281 |
Avg Bars in Losers | 73 | 82 | 59 | 73 | 82 | 59 |
Bars Traded | 8751 | 3803 | 4948 | 8751 | 3803 | 4948 |
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 | -149695 | -25851 | -22945 | -155747 | -173295 | 315584 |
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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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