Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641785.9162 | 567475.1856 | 74310.7306 | 467320.9486 | 38517.1061 | 428803.8425 |
Total P&L (%) | 641.7859 | 567.4752 | 74.3107 | 467.3209 | 38.5171 | 428.8038 |
Avg Daily Profit (%) | 0.2786 | 0.2464 | 0.0323 | 0.0754 | 0.0141 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142654 | -170320 | -60713 | -807937 | -923375 | -107953 |
Profit Factor | 2.4011 | 2.8048 | 1.5174 | 1.2873 | 1.0309 | 2.1312 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.8151 | 4.0994 | 1.4226 | 1.5092 | 1.5067 | 1.998 |
Largest Winning Trade | 269958 | 269958 | 49232 | 390491 | 390491 | 186073 |
Largest Losing Trade | -53153 | -53153 | -49137 | -460693 | -460693 | -84879 |
Avg Bars in Trades | 102 | 140 | 63 | 102 | 140 | 63 |
Avg Bars in Winners | 132 | 195 | 82 | 132 | 195 | 82 |
Avg Bars in Losers | 76 | 103 | 43 | 76 | 103 | 43 |
Bars Traded | 6467 | 4503 | 1964 | 6467 | 4503 | 1964 |
Profit Streak | 0 | 0 | 93.5499 | 0 | 0 | 93.5499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139258 | 363934 | -147649 | -243716 | -365430 | -91582 |
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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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