Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580749.1891 | 344618.6736 | 236130.5155 | 2180447.3727 | 681405.2733 | 1499042.0995 |
Total P&L (%) | 580.7492 | 344.6187 | 236.1305 | 2180.4474 | 681.4053 | 1499.0421 |
Avg Daily Profit (%) | 0.3936 | 0.2336 | 0.1601 | 0.2122 | 0.1395 | 0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73843 | -76177 | -57144 | -1272460 | -551855 | -940931 |
Profit Factor | 2.7714 | 2.7087 | 2.8718 | 1.4967 | 1.2826 | 1.7573 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 47.619 | 43.75 | 51.6129 | 47.619 | 43.75 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0486 | 3.4826 | 2.6923 | 1.6463 | 1.6491 | 1.6475 |
Largest Winning Trade | 267999 | 267999 | 67382 | 943786 | 634991 | 943786 |
Largest Losing Trade | -39567 | -23516 | -39567 | -588764 | -551855 | -588764 |
Avg Bars in Trades | 67 | 49 | 85 | 67 | 49 | 85 |
Avg Bars in Winners | 101 | 78 | 120 | 101 | 78 | 120 |
Avg Bars in Losers | 36 | 27 | 47 | 36 | 27 | 47 |
Bars Traded | 4228 | 1592 | 2636 | 4228 | 1592 | 2636 |
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 | -136943 | 382068 | 465530 | -141387 | -7828 | 411725 |
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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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