Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684525.4482 | 485336.2274 | 199189.2208 | 1726886.0294 | 587426.1685 | 1139459.8609 |
Total P&L (%) | 684.5254 | 485.3362 | 199.1892 | 1726.886 | 587.4262 | 1139.4599 |
Avg Daily Profit (%) | 0.3705 | 0.2627 | 0.1078 | 0.1574 | 0.1044 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99912 | -125294 | -47792 | -1229898 | -1298870 | -538956 |
Profit Factor | 2.8023 | 3.2993 | 2.1805 | 1.419 | 1.2581 | 1.6175 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 52.381 | 48.3871 | 56.25 | 52.381 | 48.3871 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5475 | 3.5193 | 1.6959 | 1.29 | 1.342 | 1.2581 |
Largest Winning Trade | 402832 | 402832 | 60658 | 704853 | 704853 | 665713 |
Largest Losing Trade | -40257 | -40257 | -38529 | -592815 | -592815 | -439290 |
Avg Bars in Trades | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Winners | 100 | 104 | 97 | 100 | 104 | 97 |
Avg Bars in Losers | 61 | 75 | 45 | 61 | 75 | 45 |
Bars Traded | 5159 | 2763 | 2396 | 5159 | 2763 | 2396 |
Profit Streak | 0 | 35.9391 | 0 | 0 | 35.9391 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135847 | 516253 | -44138 | -142206 | -53499 | -7883 |
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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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