Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615766.0438 | 478829.0646 | 136936.9792 | 1213446.4587 | 1109842.7006 | 103603.7581 |
Total P&L (%) | 615.766 | 478.8291 | 136.937 | 1213.4465 | 1109.8427 | 103.6038 |
Avg Daily Profit (%) | 0.3862 | 0.3003 | 0.0859 | 0.1617 | 0.1565 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79189 | -55215 | -97099 | -949494 | -446326 | -1020473 |
Profit Factor | 2.5177 | 3.3252 | 1.6854 | 1.4085 | 1.8625 | 1.0615 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 35 | 38.4615 | 36.7089 | 35 | 38.4615 |
Ratio Avg Win / Avg Loss | 4.3408 | 6.1754 | 2.6966 | 2.4285 | 3.4589 | 1.6985 |
Largest Winning Trade | 270938 | 270938 | 69372 | 1107714 | 1107714 | 732943 |
Largest Losing Trade | -31472 | -31472 | -26556 | -387056 | -160679 | -387056 |
Avg Bars in Trades | 75 | 37 | 115 | 75 | 37 | 115 |
Avg Bars in Winners | 154 | 70 | 232 | 154 | 70 | 232 |
Avg Bars in Losers | 30 | 19 | 42 | 30 | 19 | 42 |
Bars Traded | 5996 | 1492 | 4504 | 5996 | 1492 | 4504 |
Profit Streak | 0 | 0 | 46.9051 | 0 | 0 | 46.9051 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22017 | 325124 | -78995 | -26878 | 194242 | -288958 |
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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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