Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490705.9292 | 371395.6892 | 119310.24 | 2032024.3488 | 974811.1568 | 1057213.192 |
Total P&L (%) | 490.7059 | 371.3957 | 119.3102 | 2032.0243 | 974.8112 | 1057.2132 |
Avg Daily Profit (%) | 0.2482 | 0.1879 | 0.0603 | 0.1549 | 0.1202 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55038 | -57919 | -111631 | -751058 | -697240 | -348663 |
Profit Factor | 2.436 | 3.5485 | 1.6088 | 1.9634 | 1.9744 | 1.9535 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 53.4247 | 56.7568 | 50 | 53.4247 | 56.7568 | 50 |
Ratio Avg Win / Avg Loss | 2.1237 | 2.7036 | 1.6088 | 1.7117 | 1.5043 | 1.9535 |
Largest Winning Trade | 107815 | 107815 | 77394 | 666168 | 437168 | 666168 |
Largest Losing Trade | -27152 | -27152 | -26405 | -326047 | -267498 | -326047 |
Avg Bars in Trades | 78 | 65 | 91 | 78 | 65 | 91 |
Avg Bars in Winners | 104 | 87 | 125 | 104 | 87 | 125 |
Avg Bars in Losers | 47 | 35 | 57 | 47 | 35 | 57 |
Bars Traded | 5701 | 2410 | 3291 | 5701 | 2410 | 3291 |
Profit Streak | 0 | 0 | 715.4948 | 0 | 0 | 715.4948 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62881 | 544649 | -107950 | -64174 | -27504 | -22092 |
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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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