Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033581.0113 | 982680.6218 | 50900.3895 | 1847507.2351 | 1488216.1073 | 359291.1278 |
Total P&L (%) | 1033.581 | 982.6806 | 50.9004 | 1847.5072 | 1488.2161 | 359.2911 |
Avg Daily Profit (%) | 0.4753 | 0.4519 | 0.0234 | 0.1366 | 0.1272 | 0.0701 |
Buy And Hold Return (%) | 500 | 500 | 500 | 500 | 500 | 500 |
Max Trade Drawdown | -132513 | -132447 | -73036 | -1040560 | -806028 | -658403 |
Profit Factor | 2.9425 | 4.5173 | 1.2014 | 1.47 | 1.7663 | 1.1807 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 46.6667 | 47.3684 | 45.9459 | 46.6667 | 47.3684 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.3629 | 5.0192 | 1.4134 | 1.68 | 1.9625 | 1.389 |
Largest Winning Trade | 612259 | 612259 | 68808 | 942820 | 942820 | 491943 |
Largest Losing Trade | -43783 | -43783 | -41352 | -482935 | -482935 | -482845 |
Avg Bars in Trades | 108 | 118 | 97 | 108 | 118 | 97 |
Avg Bars in Winners | 168 | 190 | 144 | 168 | 190 | 144 |
Avg Bars in Losers | 55 | 54 | 57 | 55 | 54 | 57 |
Bars Traded | 8127 | 4516 | 3611 | 8127 | 4516 | 3611 |
Profit Streak | 0 | 0 | 88.7644 | 0 | 0 | 88.7644 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53005 | 342042 | -328908 | -73061 | -23541 | -287908 |
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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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