Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613220.2818 | 551750.5937 | 61469.6881 | 609598.1824 | 94343.1205 | 515255.0619 |
Total P&L (%) | 613.2203 | 551.7506 | 61.4697 | 609.5982 | 94.3431 | 515.2551 |
Avg Daily Profit (%) | 0.2681 | 0.2413 | 0.0269 | 0.0857 | 0.0291 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136304 | -169924 | -30388 | -932019 | -1136565 | -100388 |
Profit Factor | 2.2936 | 2.6469 | 1.4422 | 1.2833 | 1.0547 | 2.2094 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 44.4444 | 47.2222 | 41.6667 | 44.4444 | 47.2222 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.867 | 2.9583 | 2.019 | 1.6041 | 1.1787 | 3.0932 |
Largest Winning Trade | 327278 | 327278 | 43612 | 503792 | 503792 | 213471 |
Largest Losing Trade | -53319 | -53319 | -18704 | -334803 | -334803 | -93166 |
Avg Bars in Trades | 55 | 80 | 30 | 55 | 80 | 30 |
Avg Bars in Winners | 84 | 108 | 58 | 84 | 108 | 58 |
Avg Bars in Losers | 31 | 55 | 10 | 31 | 55 | 10 |
Bars Traded | 3970 | 2889 | 1081 | 3970 | 2889 | 1081 |
Profit Streak | 79.5558 | 97.0558 | 0 | 79.5558 | 97.0558 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72393 | 479350 | -158716 | -162386 | -314578 | -85461 |
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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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