Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585265.9529 | 300082.7756 | 285183.1773 | 1400383.022 | -75681.6022 | 1476064.6241 |
Total P&L (%) | 585.266 | 300.0828 | 285.1832 | 1400.383 | -75.6816 | 1476.0646 |
Avg Daily Profit (%) | 0.3955 | 0.2028 | 0.1927 | 0.1832 | -0.0955 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81750 | -92518 | -34788 | -2393147 | -1783852 | -873536 |
Profit Factor | 2.4414 | 1.9996 | 3.6946 | 1.2689 | 0.9792 | 1.9443 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 37.5 | 25 | 50 | 37.5 | 25 | 50 |
Ratio Avg Win / Avg Loss | 4.069 | 5.9988 | 3.6946 | 2.1148 | 2.9377 | 1.9443 |
Largest Winning Trade | 176726 | 176726 | 63818 | 1332100 | 1332100 | 1212014 |
Largest Losing Trade | -35793 | -35793 | -20869 | -1384707 | -1384707 | -363992 |
Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Winners | 120 | 149 | 105 | 120 | 149 | 105 |
Avg Bars in Losers | 31 | 43 | 12 | 31 | 43 | 12 |
Bars Traded | 4133 | 2237 | 1896 | 4133 | 2237 | 1896 |
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 | -134278 | -18403 | 517101 | -139739 | -607847 | 416971 |
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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) |
---|