Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112050.0738 | 1089292.0624 | 22758.0114 | 468497.0613 | -283188.8518 | 751685.9131 |
Total P&L (%) | 1112.0501 | 1089.2921 | 22.758 | 468.4971 | -283.1889 | 751.6859 |
Avg Daily Profit (%) | 0.5883 | 0.5763 | 0.012 | 0.092 | 0 | 0.1134 |
Buy And Hold Return (%) | 270.5608 | 270.5608 | 270.5608 | 270.5608 | 270.5608 | 270.5608 |
Max Trade Drawdown | -118316 | -110297 | -79256 | -1126441 | -1620751 | -509951 |
Profit Factor | 3.0193 | 4.8472 | 1.0851 | 1.1089 | 0.8993 | 1.5044 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 39.6825 | 31.25 | 48.3871 | 39.6825 | 31.25 | 48.3871 |
Ratio Avg Win / Avg Loss | 4.5893 | 10.6639 | 1.1574 | 1.6855 | 1.9784 | 1.6046 |
Largest Winning Trade | 822412 | 822412 | 51973 | 1092984 | 1092984 | 535269 |
Largest Losing Trade | -61738 | -24897 | -61738 | -380252 | -380252 | -263431 |
Avg Bars in Trades | 172 | 161 | 183 | 172 | 161 | 183 |
Avg Bars in Winners | 282 | 297 | 272 | 282 | 297 | 272 |
Avg Bars in Losers | 100 | 100 | 100 | 100 | 100 | 100 |
Bars Traded | 10868 | 5183 | 5685 | 10868 | 5183 | 5685 |
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 | -140290 | 338894 | -470169 | -333761 | -585324 | -42734 |
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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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