Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632330.3775 | 590381.7872 | 41948.5903 | 171858.4221 | 266268.2947 | -94409.8727 |
Total P&L (%) | 632.3304 | 590.3818 | 41.9486 | 171.8584 | 266.2683 | -94.4099 |
Avg Daily Profit (%) | 0.3358 | 0.3135 | 0.0223 | 0.0531 | 0.069 | -0.1531 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138283 | -117603 | -41472 | -1113175 | -721290 | -539695 |
Profit Factor | 2.7599 | 3.1912 | 1.4668 | 1.076 | 1.1741 | 0.8712 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.6679 | 3.9277 | 1.1217 | 1.0401 | 1.4451 | 0.6662 |
Largest Winning Trade | 548835 | 548835 | 29597 | 512646 | 512646 | 159278 |
Largest Losing Trade | -56301 | -56301 | -40040 | -523554 | -392657 | -523554 |
Avg Bars in Trades | 51 | 101 | 3 | 51 | 101 | 3 |
Avg Bars in Winners | 38 | 83 | 3 | 38 | 83 | 3 |
Avg Bars in Losers | 65 | 115 | 4 | 65 | 115 | 4 |
Bars Traded | 3059 | 2940 | 119 | 3059 | 2940 | 119 |
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 | -164924 | 469463 | -162953 | -438307 | -131889 | -579683 |
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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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