Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502641.4686 | 418427.7819 | 84213.6868 | 393510.1085 | 123821.5175 | 269688.591 |
Total P&L (%) | 502.6415 | 418.4278 | 84.2137 | 393.5101 | 123.8215 | 269.6886 |
Avg Daily Profit (%) | 0.2686 | 0.2236 | 0.045 | 0.0853 | 0.0431 | 0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69971 | -79078 | -51617 | -776768 | -880968 | -614909 |
Profit Factor | 2.2066 | 3.0093 | 1.4042 | 1.1045 | 1.0642 | 1.1469 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.9683 | 45.1613 | 62.5 | 53.9683 | 45.1613 | 62.5 |
Ratio Avg Win / Avg Loss | 1.8821 | 3.6542 | 0.8425 | 0.9421 | 1.2922 | 0.6882 |
Largest Winning Trade | 356402 | 356402 | 53238 | 802483 | 802483 | 397179 |
Largest Losing Trade | -51617 | -36936 | -51617 | -614909 | -324131 | -614909 |
Avg Bars in Trades | 173 | 141 | 205 | 173 | 141 | 205 |
Avg Bars in Winners | 213 | 161 | 250 | 213 | 161 | 250 |
Avg Bars in Losers | 127 | 124 | 130 | 127 | 124 | 130 |
Bars Traded | 10955 | 4385 | 6570 | 10955 | 4385 | 6570 |
Profit Streak | 0 | 56.257 | 0 | 0 | 56.257 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137662 | 454697 | -132161 | -336741 | -286286 | -158599 |
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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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