Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399108.6149 | 1240491.4919 | 158617.123 | 1559441.1666 | -727311.8646 | 2286753.0312 |
Total P&L (%) | 1399.1086 | 1240.4915 | 158.6171 | 1559.4412 | -727.3119 | 2286.753 |
Avg Daily Profit (%) | 0.5944 | 0.527 | 0.0674 | 0.1194 | 0 | 0.1349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117931 | -72587 | -124482 | -1585947 | -1900445 | -585458 |
Profit Factor | 3.6029 | 5.0813 | 1.6791 | 1.3052 | 0.8091 | 2.7595 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 44.4444 | 36.1111 | 52.7778 | 44.4444 | 36.1111 | 52.7778 |
Ratio Avg Win / Avg Loss | 4.5036 | 8.99 | 1.5023 | 1.6315 | 1.4315 | 2.4691 |
Largest Winning Trade | 1165966 | 1165966 | 64854 | 817903 | 755805 | 817903 |
Largest Losing Trade | -51805 | -32313 | -51805 | -733373 | -733373 | -269387 |
Avg Bars in Trades | 95 | 90 | 101 | 95 | 90 | 101 |
Avg Bars in Winners | 150 | 156 | 145 | 150 | 156 | 145 |
Avg Bars in Losers | 52 | 53 | 51 | 52 | 53 | 51 |
Bars Traded | 6903 | 3264 | 3639 | 6903 | 3264 | 3639 |
Profit Streak | 0 | 0 | 318.9217 | 0 | 0 | 318.9217 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67758 | 478233 | -98067 | -117874 | -584514 | -5578 |
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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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