Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756297.0353 | 590005.1067 | 166291.9286 | 1405918.196 | 617902.3938 | 788015.8021 |
Total P&L (%) | 756.297 | 590.0051 | 166.2919 | 1405.9182 | 617.9024 | 788.0158 |
Avg Daily Profit (%) | 0.3469 | 0.2706 | 0.0763 | 0.1245 | 0.0905 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124722 | -137735 | -50315 | -6569884 | -4658131 | -2743830 |
Profit Factor | 3.1905 | 3.7226 | 2.2935 | 1.1217 | 1.0948 | 1.1564 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 56.8966 | 44.8276 | 68.9655 | 56.8966 | 44.8276 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.417 | 4.5816 | 1.0321 | 0.8498 | 1.3475 | 0.5204 |
Largest Winning Trade | 363254 | 363254 | 43286 | 2195745 | 2195745 | 1076878 |
Largest Losing Trade | -50315 | -44809 | -50315 | -2743830 | -1688263 | -2743830 |
Avg Bars in Trades | 103 | 123 | 83 | 103 | 123 | 83 |
Avg Bars in Winners | 132 | 180 | 100 | 132 | 180 | 100 |
Avg Bars in Losers | 64 | 76 | 43 | 64 | 76 | 43 |
Bars Traded | 5981 | 3567 | 2414 | 5981 | 3567 | 2414 |
Profit Streak | 0 | 0 | 83.3675 | 0 | 0 | 83.3675 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163214 | 483593 | -84881 | -293362 | -190052 | -105938 |
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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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