Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561485.7709 | 525814.0463 | 35671.7247 | 38713.1153 | 30605.4238 | 8107.6915 |
Total P&L (%) | 561.4858 | 525.814 | 35.6717 | 38.7131 | 30.6054 | 8.1077 |
Avg Daily Profit (%) | 0.3522 | 0.3298 | 0.0224 | 0.0205 | 0.0168 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196470 | -145326 | -78195 | -586944 | -435855 | -197912 |
Profit Factor | 1.8803 | 2.3618 | 1.1417 | 1.0223 | 1.0287 | 1.0121 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 42.2535 | 34.2857 | 50 | 42.2535 | 34.2857 | 50 |
Ratio Avg Win / Avg Loss | 2.5698 | 4.5268 | 1.1417 | 1.3972 | 1.9717 | 1.0121 |
Largest Winning Trade | 329778 | 329778 | 44238 | 311145 | 311145 | 186744 |
Largest Losing Trade | -39370 | -34229 | -39370 | -146042 | -146042 | -119569 |
Avg Bars in Trades | 86 | 103 | 70 | 86 | 103 | 70 |
Avg Bars in Winners | 110 | 136 | 93 | 110 | 136 | 93 |
Avg Bars in Losers | 68 | 86 | 46 | 68 | 86 | 46 |
Bars Traded | 6138 | 3612 | 2526 | 6138 | 3612 | 2526 |
Profit Streak | 155.668 | 171.168 | 155.668 | 155.668 | 171.168 | 155.668 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80000 | 305753 | -229250 | -456666 | -366534 | -558291 |
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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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