Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532734.0934 | 316512.7929 | 216221.3004 | 1753742.6391 | 524714.0391 | 1229028.6 |
Total P&L (%) | 532.7341 | 316.5128 | 216.2213 | 1753.7426 | 524.714 | 1229.0286 |
Avg Daily Profit (%) | 0.295 | 0.1753 | 0.1197 | 0.1618 | 0.1015 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96751 | -78339 | -73442 | -1494716 | -1094691 | -943794 |
Profit Factor | 2.0387 | 2.1895 | 1.8762 | 1.3403 | 1.1743 | 1.5732 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.8241 | 2.1895 | 1.5009 | 1.1992 | 1.1743 | 1.2586 |
Largest Winning Trade | 91277 | 91277 | 66627 | 906141 | 906141 | 782478 |
Largest Losing Trade | -30177 | -27799 | -30177 | -546333 | -313048 | -546333 |
Avg Bars in Trades | 70 | 34 | 106 | 70 | 34 | 106 |
Avg Bars in Winners | 92 | 29 | 149 | 92 | 29 | 149 |
Avg Bars in Losers | 44 | 38 | 52 | 44 | 38 | 52 |
Bars Traded | 5043 | 1226 | 3817 | 5043 | 1226 | 3817 |
Profit Streak | 0 | 0 | 321.0874 | 0 | 0 | 321.0874 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70415 | 416644 | -27549 | -75098 | -85833 | 92133 |
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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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