Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1493480.9714 | 1473892.0001 | 19588.9713 | 687515.8341 | 696896.7235 | -9380.8894 |
Total P&L (%) | 1493.481 | 1473.892 | 19.589 | 687.5158 | 696.8967 | -9.3809 |
Avg Daily Profit (%) | 0.6445 | 0.636 | 0.0085 | 0.0891 | 0.0896 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83806 | -49275 | -138012 | -539288 | -464594 | -401992 |
Profit Factor | 4.0514 | 6.9455 | 1.0811 | 1.2946 | 1.5784 | 0.9917 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 32.8358 | 35.2941 | 30.303 | 32.8358 | 35.2941 | 30.303 |
Ratio Avg Win / Avg Loss | 8.287 | 12.7334 | 2.4865 | 2.648 | 2.8938 | 2.2809 |
Largest Winning Trade | 1408331 | 1408331 | 91662 | 544518 | 544518 | 290184 |
Largest Losing Trade | -33921 | -33921 | -28066 | -164855 | -164855 | -149783 |
Avg Bars in Trades | 94 | 69 | 120 | 94 | 69 | 120 |
Avg Bars in Winners | 232 | 165 | 312 | 232 | 165 | 312 |
Avg Bars in Losers | 27 | 16 | 36 | 27 | 16 | 36 |
Bars Traded | 6324 | 2354 | 3970 | 6324 | 2354 | 3970 |
Profit Streak | 0 | 0 | 129.6931 | 0 | 0 | 129.6931 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109016 | 524038 | -325628 | -200386 | -75753 | -584725 |
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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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