Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923921.5049 | 776272.3675 | 147649.1374 | 2005637.1547 | 757367.3136 | 1248269.8411 |
Total P&L (%) | 923.9215 | 776.2724 | 147.6491 | 2005.6372 | 757.3673 | 1248.2698 |
Avg Daily Profit (%) | 0.3865 | 0.3247 | 0.0618 | 0.1276 | 0.0899 | 0.1089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87930 | -58260 | -87578 | -1080184 | -513760 | -571850 |
Profit Factor | 3.3822 | 5.0684 | 1.7493 | 1.8849 | 1.6787 | 2.0849 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 60.274 | 63.8889 | 56.7568 | 60.274 | 63.8889 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.2292 | 2.8647 | 1.3328 | 1.2423 | 0.9488 | 1.5885 |
Largest Winning Trade | 707657 | 707657 | 54547 | 656200 | 456924 | 656200 |
Largest Losing Trade | -41272 | -24825 | -41272 | -530206 | -309997 | -530206 |
Avg Bars in Trades | 62 | 49 | 74 | 62 | 49 | 74 |
Avg Bars in Winners | 89 | 68 | 112 | 89 | 68 | 112 |
Avg Bars in Losers | 20 | 15 | 24 | 20 | 15 | 24 |
Bars Traded | 4549 | 1784 | 2765 | 4549 | 1784 | 2765 |
Profit Streak | 0 | 74.1228 | 0 | 0 | 74.1228 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58568 | 724350 | -107366 | -94519 | -68915 | -42368 |
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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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