Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646196.3803 | 505838.2654 | 140358.1149 | 1920049.2714 | 804679.835 | 1115369.4363 |
Total P&L (%) | 646.1964 | 505.8383 | 140.3581 | 1920.0493 | 804.6798 | 1115.3694 |
Avg Daily Profit (%) | 0.3389 | 0.2653 | 0.0736 | 0.1578 | 0.1156 | 0.1311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68275 | -67875 | -88355 | -1734869 | -1095942 | -816338 |
Profit Factor | 2.3939 | 3.3067 | 1.5746 | 1.3676 | 1.291 | 1.4538 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.142 | 3.3067 | 1.2597 | 1.2236 | 1.291 | 1.163 |
Largest Winning Trade | 238805 | 238805 | 64747 | 1350771 | 1291090 | 1350771 |
Largest Losing Trade | -32556 | -29624 | -32556 | -816338 | -795055 | -816338 |
Avg Bars in Trades | 103 | 94 | 111 | 103 | 94 | 111 |
Avg Bars in Winners | 150 | 138 | 160 | 150 | 138 | 160 |
Avg Bars in Losers | 50 | 49 | 50 | 50 | 49 | 50 |
Bars Traded | 7420 | 3398 | 4022 | 7420 | 3398 | 4022 |
Profit Streak | 0 | 0 | 115.6491 | 0 | 0 | 115.6491 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69354 | 536960 | -90826 | -74966 | -38265 | -14528 |
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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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