Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150371.8254 | 1112741.998 | 37629.8274 | 278689.7216 | 259807.8955 | 18881.826 |
Total P&L (%) | 1150.3718 | 1112.742 | 37.6298 | 278.6897 | 259.8079 | 18.8818 |
Avg Daily Profit (%) | 0.6018 | 0.5821 | 0.0197 | 0.0697 | 0.067 | 0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148051 | -111332 | -84575 | -1129684 | -934442 | -674737 |
Profit Factor | 4.0209 | 6.1153 | 1.2305 | 1.0962 | 1.1674 | 1.014 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 42.8571 | 31.25 | 54.8387 | 42.8571 | 31.25 | 54.8387 |
Ratio Avg Win / Avg Loss | 5.3612 | 13.4538 | 1.0133 | 1.4617 | 2.5683 | 0.8351 |
Largest Winning Trade | 1162500 | 1162500 | 78422 | 1162500 | 1162500 | 580213 |
Largest Losing Trade | -34958 | -34958 | -29670 | -403557 | -279805 | -403557 |
Avg Bars in Trades | 108 | 71 | 146 | 108 | 71 | 146 |
Avg Bars in Winners | 189 | 138 | 219 | 189 | 138 | 219 |
Avg Bars in Losers | 47 | 40 | 58 | 47 | 40 | 58 |
Bars Traded | 6823 | 2275 | 4548 | 6823 | 2275 | 4548 |
Profit Streak | 0 | 0 | 321.7137 | 0 | 0 | 321.7137 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135506 | 450290 | -167379 | -368615 | -146035 | -393163 |
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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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