Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745016.3891 | 615680.6529 | 129335.7362 | 1260221.0856 | -79805.597 | 1340026.6826 |
Total P&L (%) | 745.0164 | 615.6807 | 129.3357 | 1260.2211 | -79.8056 | 1340.0267 |
Avg Daily Profit (%) | 0.3767 | 0.3113 | 0.0654 | 0.1321 | -0.0809 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118769 | -102339 | -81762 | -728401 | -989607 | -118798 |
Profit Factor | 2.2519 | 2.3984 | 1.8352 | 1.4185 | 0.9693 | 4.264 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 45.9459 | 40.5405 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.6493 | 3.5177 | 1.7386 | 1.6688 | 1.4217 | 4.0396 |
Largest Winning Trade | 219826 | 219826 | 77385 | 502017 | 502017 | 488783 |
Largest Losing Trade | -46427 | -46427 | -23509 | -673574 | -673574 | -76315 |
Avg Bars in Trades | 50 | 68 | 33 | 50 | 68 | 33 |
Avg Bars in Winners | 73 | 104 | 48 | 73 | 104 | 48 |
Avg Bars in Losers | 31 | 43 | 16 | 31 | 43 | 16 |
Bars Traded | 3753 | 2532 | 1221 | 3753 | 2532 | 1221 |
Profit Streak | 0 | 0 | 653.1206 | 0 | 0 | 653.1206 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56519 | 355870 | -100980 | -84712 | -582784 | -4034 |
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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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