Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712711.3117 | 572518.8219 | 140192.4898 | 937654.1615 | 140848.3463 | 796805.8153 |
Total P&L (%) | 712.7113 | 572.5188 | 140.1925 | 937.6542 | 140.8483 | 796.8058 |
Avg Daily Profit (%) | 0.386 | 0.3101 | 0.0759 | 0.1268 | 0.0476 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95489 | -68295 | -59467 | -1393633 | -1346502 | -677227 |
Profit Factor | 2.4719 | 3.3589 | 1.5805 | 1.1909 | 1.0505 | 1.3757 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 46.4789 | 47.2222 | 45.7143 | 46.4789 | 47.2222 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.8464 | 3.754 | 1.8768 | 1.3713 | 1.174 | 1.6336 |
Largest Winning Trade | 435954 | 435954 | 59111 | 1012295 | 1012295 | 666874 |
Largest Losing Trade | -53153 | -30017 | -53153 | -401821 | -401821 | -381237 |
Avg Bars in Trades | 100 | 60 | 141 | 100 | 60 | 141 |
Avg Bars in Winners | 155 | 80 | 235 | 155 | 80 | 235 |
Avg Bars in Losers | 51 | 42 | 61 | 51 | 42 | 61 |
Bars Traded | 7105 | 2170 | 4935 | 7105 | 2170 | 4935 |
Profit Streak | 0 | 0 | 16.042 | 0 | 0 | 16.042 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78308 | 515471 | -89273 | -126563 | -295427 | -32842 |
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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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