Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664254.9136 | 548257.0411 | 115997.8725 | 1147694.882 | 262735.02 | 884959.862 |
Total P&L (%) | 664.2549 | 548.257 | 115.9979 | 1147.6949 | 262.735 | 884.9599 |
Avg Daily Profit (%) | 0.2824 | 0.2331 | 0.0493 | 0.1073 | 0.0548 | 0.0973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84410 | -59476 | -54671 | -1218411 | -951051 | -549132 |
Profit Factor | 2.4355 | 3.2437 | 1.5312 | 1.2491 | 1.101 | 1.4412 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 51.3158 | 44.7368 | 57.8947 | 51.3158 | 44.7368 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.3106 | 4.0069 | 1.1136 | 1.185 | 1.36 | 1.0481 |
Largest Winning Trade | 296964 | 296964 | 52321 | 570338 | 570338 | 491005 |
Largest Losing Trade | -47262 | -47262 | -35711 | -460383 | -390242 | -460383 |
Avg Bars in Trades | 119 | 139 | 98 | 119 | 139 | 98 |
Avg Bars in Winners | 148 | 201 | 106 | 148 | 201 | 106 |
Avg Bars in Losers | 88 | 89 | 86 | 88 | 89 | 86 |
Bars Traded | 9051 | 5317 | 3733 | 9051 | 5317 | 3733 |
Profit Streak | 0 | 0 | 85.1699 | 0 | 0 | 85.1699 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40224 | 449526 | -123568 | -103099 | -231227 | -59737 |
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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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