Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707567.5772 | 647900.8482 | 59666.729 | 69404.2633 | 9106.9307 | 60297.3327 |
Total P&L (%) | 707.5676 | 647.9008 | 59.6667 | 69.4043 | 9.1069 | 60.2973 |
Avg Daily Profit (%) | 0.3739 | 0.3424 | 0.0315 | 0.0279 | 0.0046 | 0.0249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131992 | -108128 | -87072 | -392894 | -349597 | -157349 |
Profit Factor | 2.306 | 3.3714 | 1.2222 | 1.0615 | 1.0138 | 1.1284 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 47.3684 | 44.7368 | 50 | 47.3684 | 44.7368 | 50 |
Ratio Avg Win / Avg Loss | 2.5622 | 4.1647 | 1.2222 | 1.1795 | 1.2524 | 1.1284 |
Largest Winning Trade | 709499 | 709499 | 52782 | 391444 | 391444 | 89477 |
Largest Losing Trade | -45674 | -44795 | -45674 | -152534 | -152534 | -109588 |
Avg Bars in Trades | 144 | 116 | 171 | 144 | 116 | 171 |
Avg Bars in Winners | 160 | 129 | 189 | 160 | 129 | 189 |
Avg Bars in Losers | 128 | 106 | 153 | 128 | 106 | 153 |
Bars Traded | 10949 | 4427 | 6522 | 10949 | 4427 | 6522 |
Profit Streak | 0 | 0 | 75.9399 | 0 | 0 | 75.9399 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40885 | 492046 | -151272 | -363348 | -559788 | -238945 |
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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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