Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670148.0261 | 596463.8096 | 73684.2165 | 314413.7449 | 46805.4399 | 267608.3051 |
Total P&L (%) | 670.148 | 596.4638 | 73.6842 | 314.4137 | 46.8054 | 267.6083 |
Avg Daily Profit (%) | 0.2681 | 0.2387 | 0.0295 | 0.0569 | 0.0154 | 0.0521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188754 | -167448 | -60265 | -2415835 | -2008903 | -898368 |
Profit Factor | 2.3215 | 3.1106 | 1.3282 | 1.0755 | 1.0191 | 1.1565 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 33.871 | 35.4839 | 32.2581 | 33.871 | 35.4839 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.5325 | 5.6556 | 2.7893 | 2.0999 | 1.8529 | 2.4286 |
Largest Winning Trade | 531056 | 531056 | 64410 | 974883 | 974883 | 641952 |
Largest Losing Trade | -34138 | -25920 | -34138 | -681560 | -452652 | -681560 |
Avg Bars in Trades | 233 | 278 | 187 | 233 | 278 | 187 |
Avg Bars in Winners | 367 | 408 | 322 | 367 | 408 | 322 |
Avg Bars in Losers | 164 | 207 | 123 | 164 | 207 | 123 |
Bars Traded | 14455 | 8646 | 5809 | 14455 | 8646 | 5809 |
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 | -152009 | 310555 | -159067 | -418306 | -378041 | -177568 |
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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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