Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499960.6375 | 356541.5079 | 143419.1295 | 2138616.4638 | 560927.5685 | 1577688.8954 |
Total P&L (%) | 499.9606 | 356.5415 | 143.4191 | 2138.6165 | 560.9276 | 1577.6889 |
Avg Daily Profit (%) | 0.2528 | 0.1803 | 0.0725 | 0.1573 | 0.0955 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36867 | -34722 | -107022 | -1190762 | -1190762 | -388914 |
Profit Factor | 2.517 | 4.003 | 1.6802 | 1.7081 | 1.3043 | 2.3409 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 58.0645 | 64.5161 | 51.6129 | 58.0645 | 64.5161 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.8178 | 2.2016 | 1.5752 | 1.2337 | 0.7174 | 2.1946 |
Largest Winning Trade | 108970 | 108970 | 74474 | 670546 | 648088 | 670546 |
Largest Losing Trade | -34722 | -34722 | -28480 | -1190762 | -1190762 | -344433 |
Avg Bars in Trades | 61 | 50 | 73 | 61 | 50 | 73 |
Avg Bars in Winners | 84 | 66 | 106 | 84 | 66 | 106 |
Avg Bars in Losers | 30 | 20 | 38 | 30 | 20 | 38 |
Bars Traded | 3842 | 1565 | 2277 | 3842 | 1565 | 2277 |
Profit Streak | 0 | 0 | 582.4354 | 0 | 0 | 582.4354 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144583 | 588897 | -92170 | -147655 | -64712 | 111447 |
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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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