Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627963.2888 | 533355.4607 | 94607.828 | 918876.9956 | 218269.7146 | 700607.281 |
Total P&L (%) | 627.9633 | 533.3555 | 94.6078 | 918.877 | 218.2697 | 700.6073 |
Avg Daily Profit (%) | 0.3272 | 0.2779 | 0.0493 | 0.121 | 0.0603 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90440 | -81686 | -79500 | -2006235 | -1196358 | -1093188 |
Profit Factor | 2.3098 | 3.4273 | 1.3643 | 1.1478 | 1.069 | 1.2294 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 42.8571 | 45.1613 | 40.625 | 42.8571 | 45.1613 | 40.625 |
Ratio Avg Win / Avg Loss | 3.0797 | 4.1618 | 1.9939 | 1.5304 | 1.2981 | 1.7968 |
Largest Winning Trade | 287894 | 287894 | 58390 | 1159597 | 1159597 | 1115210 |
Largest Losing Trade | -44874 | -26555 | -44874 | -829402 | -524837 | -829402 |
Avg Bars in Trades | 59 | 53 | 65 | 59 | 53 | 65 |
Avg Bars in Winners | 96 | 81 | 112 | 96 | 81 | 112 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 3730 | 1650 | 2080 | 3730 | 1650 | 2080 |
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 | -140532 | 480129 | -129162 | -241934 | -258906 | -50692 |
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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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