Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478291.0899 | 1401766.7477 | 76524.3422 | 238641.4313 | 52033.4863 | 186607.945 |
Total P&L (%) | 1478.2911 | 1401.7667 | 76.5243 | 238.6414 | 52.0335 | 186.6079 |
Avg Daily Profit (%) | 0.8001 | 0.7587 | 0.0414 | 0.066 | 0.0227 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131608 | -133347 | -87253 | -1546607 | -1467194 | -549020 |
Profit Factor | 3.9157 | 6.3338 | 1.3134 | 1.0703 | 1.0262 | 1.1325 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 5.0759 | 10.0285 | 1.4009 | 1.3874 | 1.6248 | 1.208 |
Largest Winning Trade | 1492846 | 1492846 | 63968 | 1492846 | 1492846 | 355752 |
Largest Losing Trade | -46770 | -46770 | -37967 | -523505 | -523505 | -462415 |
Avg Bars in Trades | 84 | 72 | 97 | 84 | 72 | 97 |
Avg Bars in Winners | 127 | 119 | 133 | 127 | 119 | 133 |
Avg Bars in Losers | 51 | 42 | 63 | 51 | 42 | 63 |
Bars Traded | 5252 | 2237 | 3015 | 5252 | 2237 | 3015 |
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 | -141120 | 608771 | -138085 | -409238 | -358801 | -192226 |
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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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