Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613852.2228 | 547999.4984 | 65852.7244 | 114299.3552 | 77526.8238 | 36772.5314 |
Total P&L (%) | 613.8522 | 547.9995 | 65.8527 | 114.2994 | 77.5268 | 36.7725 |
Avg Daily Profit (%) | 0.3301 | 0.2947 | 0.0354 | 0.041 | 0.0309 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161967 | -112233 | -105931 | -873902 | -837959 | -511187 |
Profit Factor | 2.1328 | 3.0011 | 1.2457 | 1.0486 | 1.0626 | 1.033 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7648 | 5.4565 | 1.1678 | 1.3593 | 1.932 | 0.9685 |
Largest Winning Trade | 525664 | 525664 | 68636 | 811157 | 811157 | 311673 |
Largest Losing Trade | -54223 | -54223 | -46543 | -345168 | -257814 | -345168 |
Avg Bars in Trades | 117 | 100 | 134 | 117 | 100 | 134 |
Avg Bars in Winners | 179 | 161 | 192 | 179 | 161 | 192 |
Avg Bars in Losers | 69 | 66 | 72 | 69 | 66 | 72 |
Bars Traded | 7273 | 3101 | 4172 | 7273 | 3101 | 4172 |
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 | -148080 | 320191 | -145942 | -466497 | -307869 | -358565 |
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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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