Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564830.3573 | 449560.8195 | 115269.5379 | 1449655.1048 | 559138.0002 | 890517.1046 |
Total P&L (%) | 564.8304 | 449.5608 | 115.2695 | 1449.6551 | 559.138 | 890.5171 |
Avg Daily Profit (%) | 0.2857 | 0.2274 | 0.0583 | 0.1387 | 0.0954 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95053 | -57826 | -105128 | -2471897 | -1478869 | -1570137 |
Profit Factor | 2.3946 | 3.8603 | 1.4651 | 1.2241 | 1.2005 | 1.242 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 47.3684 | 48.2759 | 46.4286 | 47.3684 | 48.2759 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.6607 | 4.136 | 1.6905 | 1.3601 | 1.2863 | 1.4331 |
Largest Winning Trade | 146604 | 146604 | 77881 | 1503323 | 1147529 | 1503323 |
Largest Losing Trade | -49845 | -34722 | -49845 | -1432678 | -824290 | -1432678 |
Avg Bars in Trades | 132 | 116 | 150 | 132 | 116 | 150 |
Avg Bars in Winners | 210 | 173 | 249 | 210 | 173 | 249 |
Avg Bars in Losers | 63 | 63 | 64 | 63 | 63 | 64 |
Bars Traded | 7576 | 3369 | 4207 | 7576 | 3369 | 4207 |
Profit Streak | 0 | 0 | 702.2984 | 0 | 0 | 702.2984 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167190 | 507206 | -134338 | -188307 | -66382 | -59388 |
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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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