Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583952.3291 | 294755.6068 | 289196.7223 | 1800187.9242 | -386789.9455 | 2186977.8696 |
Total P&L (%) | 583.9523 | 294.7556 | 289.1967 | 1800.1879 | -386.7899 | 2186.9779 |
Avg Daily Profit (%) | 0.3924 | 0.198 | 0.1943 | 0.198 | 0 | 0.2105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121010 | -77694 | -46825 | -5370631 | -3505345 | -1865285 |
Profit Factor | 2.5001 | 2.0553 | 3.6299 | 1.1991 | 0.935 | 1.7071 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 34.2857 | 22.8571 | 45.7143 | 34.2857 | 22.8571 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.7918 | 6.9365 | 4.3106 | 2.2982 | 3.1556 | 2.0271 |
Largest Winning Trade | 176726 | 176726 | 69059 | 2535206 | 2535206 | 2395730 |
Largest Losing Trade | -27953 | -27953 | -11840 | -1256595 | -1256595 | -464648 |
Avg Bars in Trades | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Winners | 111 | 118 | 108 | 111 | 118 | 108 |
Avg Bars in Losers | 32 | 49 | 9 | 32 | 49 | 9 |
Bars Traded | 4181 | 2279 | 1902 | 4181 | 2279 | 1902 |
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 | -90441 | -27757 | 456709 | -97299 | -617269 | 348701 |
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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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