Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638544.2416 | 495843.5212 | 142700.7204 | 2504042.8601 | 1413688.2617 | 1090354.5983 |
Total P&L (%) | 638.5442 | 495.8435 | 142.7007 | 2504.0429 | 1413.6883 | 1090.3546 |
Avg Daily Profit (%) | 0.3607 | 0.2801 | 0.0806 | 0.1843 | 0.1536 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75632 | -52841 | -83437 | -1265746 | -408886 | -856860 |
Profit Factor | 2.617 | 3.8018 | 1.6548 | 1.8155 | 2.2225 | 1.5696 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.0317 | 48.3871 | 43.75 | 46.0317 | 48.3871 | 43.75 |
Ratio Avg Win / Avg Loss | 3.0682 | 4.0553 | 2.1276 | 2.1285 | 2.3707 | 2.0181 |
Largest Winning Trade | 189490 | 189490 | 75319 | 991553 | 652143 | 991553 |
Largest Losing Trade | -46166 | -24693 | -46166 | -511462 | -408886 | -511462 |
Avg Bars in Trades | 163 | 143 | 183 | 163 | 143 | 183 |
Avg Bars in Winners | 267 | 225 | 313 | 267 | 225 | 313 |
Avg Bars in Losers | 75 | 66 | 82 | 75 | 66 | 82 |
Bars Traded | 10317 | 4446 | 5871 | 10317 | 4446 | 5871 |
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 | -138140 | 523967 | -84659 | -141195 | 403332 | -5335 |
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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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