Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073334.0211 | 911793.1671 | 161540.854 | 2681875.3839 | 462415.3701 | 2219460.0138 |
Total P&L (%) | 1073.334 | 911.7932 | 161.5409 | 2681.8754 | 462.4154 | 2219.46 |
Avg Daily Profit (%) | 0.445 | 0.378 | 0.067 | 0.138 | 0.0716 | 0.1304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85306 | -45486 | -102049 | -1094512 | -987910 | -580912 |
Profit Factor | 3.4184 | 5.2734 | 1.701 | 1.5099 | 1.1585 | 1.9475 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 43.1034 | 37.931 | 48.2759 | 43.1034 | 37.931 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.5123 | 8.6291 | 1.8225 | 1.9931 | 1.8957 | 2.0867 |
Largest Winning Trade | 662575 | 662575 | 70394 | 1091481 | 785222 | 1091481 |
Largest Losing Trade | -38130 | -21298 | -38130 | -524182 | -524182 | -348596 |
Avg Bars in Trades | 121 | 98 | 144 | 121 | 98 | 144 |
Avg Bars in Winners | 210 | 177 | 237 | 210 | 177 | 237 |
Avg Bars in Losers | 53 | 50 | 57 | 53 | 50 | 57 |
Bars Traded | 7030 | 2850 | 4180 | 7030 | 2850 | 4180 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165512 | 461020 | -101010 | -188124 | -147104 | -15509 |
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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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