Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742650.5305 | 584728.809 | 157921.7215 | 3624574.0274 | 2303746.1579 | 1320827.8695 |
Total P&L (%) | 742.6505 | 584.7288 | 157.9217 | 3624.574 | 2303.7462 | 1320.8279 |
Avg Daily Profit (%) | 0.3118 | 0.2455 | 0.0663 | 0.152 | 0.1336 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77938 | -85343 | -54079 | -7204979 | -7582280 | -4576412 |
Profit Factor | 2.8035 | 3.4289 | 1.9233 | 1.1399 | 1.1526 | 1.1223 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 52.5424 | 56.6667 | 48.2759 | 52.5424 | 56.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.5322 | 2.6221 | 2.0607 | 1.0296 | 0.8814 | 1.2025 |
Largest Winning Trade | 179546 | 179546 | 81147 | 4077409 | 4077409 | 3803554 |
Largest Losing Trade | -46302 | -46302 | -36167 | -3970137 | -3970137 | -3494892 |
Avg Bars in Trades | 115 | 76 | 156 | 115 | 76 | 156 |
Avg Bars in Winners | 147 | 73 | 237 | 147 | 73 | 237 |
Avg Bars in Losers | 80 | 80 | 79 | 80 | 80 | 79 |
Bars Traded | 6822 | 2297 | 4525 | 6822 | 2297 | 4525 |
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 | -164826 | 568830 | -101482 | -238127 | -67831 | -130490 |
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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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