Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707253.0572 | 508963.596 | 198289.4612 | 1308834.5904 | 303766.7216 | 1005067.8688 |
Total P&L (%) | 707.2531 | 508.9636 | 198.2895 | 1308.8346 | 303.7667 | 1005.0679 |
Avg Daily Profit (%) | 0.4784 | 0.3442 | 0.1341 | 0.1791 | 0.0944 | 0.1626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67262 | -92478 | -36172 | -1663253 | -1338803 | -922909 |
Profit Factor | 2.5649 | 2.8517 | 2.1197 | 1.221 | 1.0922 | 1.3825 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 39.6825 | 25 | 54.8387 | 39.6825 | 25 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.8986 | 8.5551 | 1.7457 | 1.856 | 3.2767 | 1.1385 |
Largest Winning Trade | 385583 | 385583 | 74162 | 1206967 | 1206967 | 960562 |
Largest Losing Trade | -29350 | -29350 | -28987 | -765920 | -550086 | -765920 |
Avg Bars in Trades | 45 | 32 | 58 | 45 | 32 | 58 |
Avg Bars in Winners | 85 | 69 | 92 | 85 | 69 | 92 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 2846 | 1039 | 1807 | 2846 | 1039 | 1807 |
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 | -139982 | -15132 | -9367 | -146718 | -214682 | 320163 |
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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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