Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474553.5046 | 204197.4399 | 270356.0647 | 738088.7227 | 105451.0093 | 632637.7134 |
Total P&L (%) | 474.5535 | 204.1974 | 270.3561 | 738.0887 | 105.451 | 632.6377 |
Avg Daily Profit (%) | 0.3196 | 0.1375 | 0.1821 | 0.1433 | 0.0485 | 0.1342 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92889 | -128662 | -63989 | -1536546 | -1524167 | -976469 |
Profit Factor | 2.2233 | 1.7557 | 3.2971 | 1.1885 | 1.0455 | 1.3959 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 60.9375 | 46.875 | 75 | 60.9375 | 46.875 | 75 |
Ratio Avg Win / Avg Loss | 1.4252 | 1.9898 | 1.099 | 0.7619 | 1.1849 | 0.4653 |
Largest Winning Trade | 162911 | 162911 | 53170 | 1320295 | 1320295 | 505636 |
Largest Losing Trade | -38764 | -35195 | -38764 | -724901 | -552879 | -724901 |
Avg Bars in Trades | 64 | 70 | 59 | 64 | 70 | 59 |
Avg Bars in Winners | 62 | 51 | 70 | 62 | 51 | 70 |
Avg Bars in Losers | 68 | 86 | 28 | 68 | 86 | 28 |
Bars Traded | 4156 | 2249 | 1907 | 4156 | 2249 | 1907 |
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 | -130318 | -7382 | 571262 | -158280 | -299863 | -11249 |
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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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