Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767540.6022 | 544023.1346 | 223517.4676 | 1203029.9475 | -490456.1005 | 1693486.048 |
Total P&L (%) | 767.5406 | 544.0231 | 223.5175 | 1203.0299 | -490.4561 | 1693.486 |
Avg Daily Profit (%) | 0.4251 | 0.3013 | 0.1238 | 0.1423 | 0 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77980 | -121812 | -50632 | -1021329 | -1117096 | -650618 |
Profit Factor | 2.7296 | 2.7389 | 2.7074 | 1.237 | 0.8636 | 2.1425 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 37.037 | 26.8293 | 47.5 | 37.037 | 26.8293 | 47.5 |
Ratio Avg Win / Avg Loss | 4.6403 | 7.4696 | 2.9924 | 2.1029 | 2.3551 | 2.3681 |
Largest Winning Trade | 537380 | 537380 | 61563 | 654334 | 592828 | 654334 |
Largest Losing Trade | -47526 | -47526 | -20762 | -492012 | -492012 | -245996 |
Avg Bars in Trades | 42 | 47 | 36 | 42 | 47 | 36 |
Avg Bars in Winners | 73 | 83 | 67 | 73 | 83 | 67 |
Avg Bars in Losers | 23 | 34 | 8 | 23 | 34 | 8 |
Bars Traded | 3418 | 1954 | 1464 | 3418 | 1954 | 1464 |
Profit Streak | 0 | 0 | 49.5912 | 0 | 0 | 49.5912 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6148 | -7586 | -22956 | -23174 | -599716 | 410083 |
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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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