Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655288.1825 | 480348.7685 | 174939.414 | 4217297.5763 | 253323.4344 | 3963974.1419 |
Total P&L (%) | 655.2882 | 480.3488 | 174.9394 | 4217.2976 | 253.3234 | 3963.9741 |
Avg Daily Profit (%) | 0.3316 | 0.2431 | 0.0885 | 0.1907 | 0.0639 | 0.1877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90008 | -59647 | -97760 | -4301831 | -3304279 | -1527784 |
Profit Factor | 2.7312 | 3.6746 | 1.8795 | 1.4785 | 1.0416 | 2.4517 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 57.8947 | 58.6207 | 57.1429 | 57.8947 | 58.6207 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9864 | 2.5938 | 1.4096 | 1.0753 | 0.7353 | 1.8387 |
Largest Winning Trade | 126975 | 126975 | 71412 | 1692846 | 1385763 | 1692846 |
Largest Losing Trade | -42088 | -27892 | -42088 | -1775660 | -1775660 | -1527784 |
Avg Bars in Trades | 201 | 147 | 258 | 201 | 147 | 258 |
Avg Bars in Winners | 263 | 174 | 358 | 263 | 174 | 358 |
Avg Bars in Losers | 116 | 108 | 124 | 116 | 108 | 124 |
Bars Traded | 11504 | 4269 | 7235 | 11504 | 4269 | 7235 |
Profit Streak | 0 | 0 | 815.5408 | 0 | 0 | 815.5408 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164102 | 571490 | -91091 | -169343 | -282932 | -6180 |
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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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