Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655007.349 | 443245.8367 | 211761.5123 | 2776235.4713 | 1075034.5715 | 1701200.8997 |
Total P&L (%) | 655.0073 | 443.2458 | 211.7615 | 2776.2355 | 1075.0346 | 1701.2009 |
Avg Daily Profit (%) | 0.3736 | 0.2529 | 0.1208 | 0.1918 | 0.1407 | 0.1651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131152 | -47393 | -103630 | -1766386 | -793597 | -1343365 |
Profit Factor | 2.6236 | 3.1372 | 2.0802 | 1.5823 | 1.4134 | 1.7848 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 44.0678 | 33.3333 | 55.1724 | 44.0678 | 33.3333 | 55.1724 |
Ratio Avg Win / Avg Loss | 3.33 | 6.2745 | 1.6902 | 2.0083 | 2.8268 | 1.4502 |
Largest Winning Trade | 224576 | 224576 | 67913 | 1178959 | 1178959 | 892587 |
Largest Losing Trade | -23993 | -22194 | -23993 | -358060 | -358060 | -353810 |
Avg Bars in Trades | 115 | 55 | 178 | 115 | 55 | 178 |
Avg Bars in Winners | 199 | 115 | 251 | 199 | 115 | 251 |
Avg Bars in Losers | 49 | 25 | 87 | 49 | 25 | 87 |
Bars Traded | 6820 | 1655 | 5165 | 6820 | 1655 | 5165 |
Profit Streak | 0 | 0 | 326.2489 | 0 | 0 | 326.2489 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167281 | 271393 | -25825 | -170919 | -9495 | 431042 |
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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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