Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647153.3269 | 514365.2488 | 132788.078 | 3678590.0916 | 1852073.3893 | 1826516.7023 |
Total P&L (%) | 647.1533 | 514.3652 | 132.7881 | 3678.5901 | 1852.0734 | 1826.5167 |
Avg Daily Profit (%) | 0.3274 | 0.2602 | 0.0672 | 0.1839 | 0.1504 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64095 | -43446 | -120357 | -1985081 | -1196746 | -1142580 |
Profit Factor | 2.7032 | 4.0025 | 1.6364 | 1.8248 | 1.788 | 1.8658 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 43.3333 | 37.931 | 40.678 | 43.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 3.9422 | 5.2341 | 2.6778 | 2.6611 | 2.3381 | 3.0531 |
Largest Winning Trade | 139708 | 139708 | 77074 | 1180456 | 854190 | 1180456 |
Largest Losing Trade | -35335 | -20563 | -35335 | -1142580 | -464508 | -1142580 |
Avg Bars in Trades | 130 | 109 | 151 | 130 | 109 | 151 |
Avg Bars in Winners | 246 | 192 | 311 | 246 | 192 | 311 |
Avg Bars in Losers | 50 | 46 | 54 | 50 | 46 | 54 |
Bars Traded | 7695 | 3292 | 4403 | 7695 | 3292 | 4403 |
Profit Streak | 0 | 0 | 712.602 | 0 | 0 | 712.602 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169118 | 467125 | -103932 | -172040 | 301142 | 253771 |
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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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