Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610070.8772 | 473536.8129 | 136534.0643 | 1440177.6235 | 1052377.5901 | 387800.0334 |
Total P&L (%) | 610.0709 | 473.5368 | 136.5341 | 1440.1776 | 1052.3776 | 387.8 |
Avg Daily Profit (%) | 0.3239 | 0.2514 | 0.0725 | 0.1453 | 0.1299 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99152 | -63012 | -107229 | -268025 | -157415 | -313953 |
Profit Factor | 2.3518 | 3.1203 | 1.5989 | 2.1054 | 2.4453 | 1.6747 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 47.9452 | 37.8378 | 58.3333 | 47.9452 | 37.8378 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.5533 | 5.1263 | 1.1421 | 2.2858 | 4.0174 | 1.1962 |
Largest Winning Trade | 228002 | 228002 | 50763 | 555159 | 555159 | 256891 |
Largest Losing Trade | -43536 | -27341 | -43536 | -163244 | -157415 | -163244 |
Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Winners | 104 | 109 | 101 | 104 | 109 | 101 |
Avg Bars in Losers | 43 | 40 | 47 | 43 | 40 | 47 |
Bars Traded | 5308 | 2471 | 2837 | 5308 | 2471 | 2837 |
Profit Streak | 0 | 0 | 278.2202 | 0 | 0 | 278.2202 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63500 | 334753 | -91785 | -71730 | -19286 | -76054 |
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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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