Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758052.0395 | 620685.7494 | 137366.29 | 1929207.3142 | 507479.4506 | 1421727.8636 |
Total P&L (%) | 758.052 | 620.6857 | 137.3663 | 1929.2073 | 507.4795 | 1421.7279 |
Avg Daily Profit (%) | 0.4047 | 0.3314 | 0.0733 | 0.1608 | 0.0964 | 0.1455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33058 | -35951 | -14237 | -824565 | -749626 | -184874 |
Profit Factor | 5.3984 | 6.2984 | 3.4884 | 1.9153 | 1.3486 | 3.1799 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 45.614 | 37.931 | 53.5714 | 45.614 | 37.931 | 53.5714 |
Ratio Avg Win / Avg Loss | 6.4365 | 10.3065 | 3.0233 | 2.2836 | 2.2068 | 2.7559 |
Largest Winning Trade | 595562 | 595562 | 70173 | 503605 | 503605 | 496033 |
Largest Losing Trade | -27840 | -27840 | -7803 | -277636 | -277636 | -184874 |
Avg Bars in Trades | 125 | 88 | 164 | 125 | 88 | 164 |
Avg Bars in Winners | 238 | 181 | 280 | 238 | 181 | 280 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 7171 | 2575 | 4596 | 7171 | 2575 | 4596 |
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 | -163330 | 465854 | -108939 | -169865 | -67152 | -12962 |
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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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