Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533369.0825 | 459108.1218 | 74260.9607 | 385824.6065 | 226122.161 | 159702.4456 |
Total P&L (%) | 533.3691 | 459.1081 | 74.261 | 385.8246 | 226.1222 | 159.7024 |
Avg Daily Profit (%) | 0.2697 | 0.2322 | 0.0376 | 0.08 | 0.0598 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153792 | -113927 | -68117 | -2547994 | -1445993 | -1139813 |
Profit Factor | 2.2999 | 3.3715 | 1.3427 | 1.0946 | 1.124 | 1.0709 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50.7692 | 50 | 51.5152 | 50.7692 | 50 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.2302 | 3.3715 | 1.2637 | 1.0615 | 1.124 | 1.0079 |
Largest Winning Trade | 349091 | 349091 | 64938 | 1146755 | 657566 | 1146755 |
Largest Losing Trade | -50107 | -33466 | -50107 | -1032845 | -577316 | -1032845 |
Avg Bars in Trades | 55 | 91 | 20 | 55 | 91 | 20 |
Avg Bars in Winners | 74 | 130 | 21 | 74 | 130 | 21 |
Avg Bars in Losers | 35 | 51 | 20 | 35 | 51 | 20 |
Bars Traded | 3606 | 2922 | 684 | 3606 | 2922 | 684 |
Profit Streak | 0 | 525.8128 | 0 | 0 | 525.8128 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122887 | 549732 | -141941 | -338515 | -196254 | -270574 |
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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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