Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430947.4874 | 159279.1143 | 271668.3731 | 2643928.3885 | 761993.0342 | 1881935.3543 |
Total P&L (%) | 430.9475 | 159.2791 | 271.6684 | 2643.9284 | 761.993 | 1881.9354 |
Avg Daily Profit (%) | 0.4171 | 0.1542 | 0.2629 | 0.3211 | 0.2087 | 0.2895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80895 | -72331 | -35442 | -2681075 | -2037172 | -1394189 |
Profit Factor | 2.9957 | 2.0333 | 5.3967 | 1.4919 | 1.213 | 2.0474 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 67.7966 | 66.6667 | 68.9655 | 67.7966 | 66.6667 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.423 | 1.0166 | 2.4285 | 0.7086 | 0.6065 | 0.9213 |
Largest Winning Trade | 40781 | 40781 | 36174 | 1032068 | 1032068 | 791780 |
Largest Losing Trade | -48961 | -48961 | -28595 | -1391828 | -1391828 | -1165879 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Losers | 75 | 80 | 70 | 75 | 80 | 70 |
Bars Traded | 3857 | 1892 | 1965 | 3857 | 1892 | 1965 |
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 | -163105 | 435440 | 671335 | -168530 | 291968 | 443512 |
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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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