Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458718.6779 | 312199.3374 | 146519.3406 | 141199.9054 | 53331.4498 | 87868.4556 |
Total P&L (%) | 458.7187 | 312.1993 | 146.5193 | 141.1999 | 53.3315 | 87.8685 |
Avg Daily Profit (%) | 0.2536 | 0.1726 | 0.081 | 0.0487 | 0.0236 | 0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111649 | -71584 | -111618 | -1463000 | -417566 | -1720724 |
Profit Factor | 1.9792 | 3.1321 | 1.455 | 1.0343 | 1.0489 | 1.029 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.0452 | 3.8033 | 1.2731 | 1.0687 | 1.2737 | 0.9004 |
Largest Winning Trade | 290359 | 290359 | 65461 | 569041 | 363344 | 569041 |
Largest Losing Trade | -62451 | -20899 | -62451 | -1032249 | -283146 | -1032249 |
Avg Bars in Trades | 166 | 83 | 252 | 166 | 83 | 252 |
Avg Bars in Winners | 233 | 83 | 364 | 233 | 83 | 364 |
Avg Bars in Losers | 101 | 83 | 123 | 101 | 83 | 123 |
Bars Traded | 10153 | 2592 | 7561 | 10153 | 2592 | 7561 |
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 | -154479 | 412197 | -83407 | -477065 | -331074 | -336247 |
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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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