Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037006.6584 | 914044.4699 | 122962.1885 | 3208516.8266 | 1525989.2382 | 1682527.5884 |
Total P&L (%) | 1037.0067 | 914.0445 | 122.9622 | 3208.5168 | 1525.9892 | 1682.5276 |
Avg Daily Profit (%) | 0.5564 | 0.4904 | 0.066 | 0.1879 | 0.1497 | 0.1547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60885 | -86593 | -75068 | -2198364 | -1977836 | -1536160 |
Profit Factor | 3.7017 | 6.5022 | 1.5648 | 1.3117 | 1.3438 | 1.2873 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 39.3939 | 43.75 | 41.5385 | 39.3939 | 43.75 |
Ratio Avg Win / Avg Loss | 5.2098 | 10.0034 | 2.0119 | 1.8461 | 2.0674 | 1.6551 |
Largest Winning Trade | 737176 | 737176 | 61014 | 1912448 | 1189582 | 1912448 |
Largest Losing Trade | -35383 | -35383 | -33209 | -1536160 | -662203 | -1536160 |
Avg Bars in Trades | 317 | 198 | 440 | 317 | 198 | 440 |
Avg Bars in Winners | 574 | 327 | 803 | 574 | 327 | 803 |
Avg Bars in Losers | 135 | 114 | 158 | 135 | 114 | 158 |
Bars Traded | 20652 | 6548 | 14104 | 20652 | 6548 | 14104 |
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 | -121641 | 536356 | -104492 | -130367 | 164482 | 226978 |
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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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