Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677011.1892 | 489655.1902 | 187355.9989 | 3030217.9585 | 495374.1651 | 2534843.7934 |
Total P&L (%) | 677.0112 | 489.6552 | 187.356 | 3030.218 | 495.3742 | 2534.8438 |
Avg Daily Profit (%) | 0.3796 | 0.2745 | 0.105 | 0.1933 | 0.1001 | 0.1836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71403 | -69373 | -82094 | -2750835 | -2262271 | -1140750 |
Profit Factor | 2.4127 | 3.2801 | 1.7083 | 1.3866 | 1.1032 | 1.8348 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 56.0606 | 57.5758 | 54.5455 | 56.0606 | 57.5758 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.891 | 2.4169 | 1.4236 | 1.0868 | 0.8129 | 1.529 |
Largest Winning Trade | 248008 | 248008 | 64180 | 2063704 | 1749486 | 2063704 |
Largest Losing Trade | -42852 | -42852 | -42571 | -2262271 | -2262271 | -641975 |
Avg Bars in Trades | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Winners | 104 | 104 | 105 | 104 | 104 | 105 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 5101 | 2605 | 2496 | 5101 | 2605 | 2496 |
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 | -113545 | 557493 | -50062 | -119121 | -167137 | 429952 |
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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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