Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848854.6106 | 691778.7984 | 157075.8123 | 1562681.2928 | -555091.6939 | 2117772.9867 |
Total P&L (%) | 848.8546 | 691.7788 | 157.0758 | 1562.6813 | -555.0917 | 2117.773 |
Avg Daily Profit (%) | 0.4597 | 0.3746 | 0.0851 | 0.1524 | 0 | 0.168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100004 | -81898 | -38396 | -1729719 | -1395926 | -741907 |
Profit Factor | 3.0503 | 3.9648 | 1.8693 | 1.238 | 0.8593 | 1.8079 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 35.3846 | 27.2727 | 43.75 | 35.3846 | 27.2727 | 43.75 |
Ratio Avg Win / Avg Loss | 5.5701 | 10.5729 | 2.4034 | 2.2606 | 2.2915 | 2.3245 |
Largest Winning Trade | 617559 | 617559 | 64149 | 912725 | 900144 | 912725 |
Largest Losing Trade | -28381 | -28381 | -21826 | -440025 | -440025 | -377545 |
Avg Bars in Trades | 110 | 91 | 129 | 110 | 91 | 129 |
Avg Bars in Winners | 213 | 205 | 218 | 213 | 205 | 218 |
Avg Bars in Losers | 53 | 48 | 61 | 53 | 48 | 61 |
Bars Traded | 7163 | 3010 | 4153 | 7163 | 3010 | 4153 |
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 | -125876 | -3256 | -78298 | -133515 | -597823 | 314303 |
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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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