Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042089.6954 | 892499.1967 | 149590.4987 | 1180572.8153 | 371083.0805 | 809489.7348 |
Total P&L (%) | 1042.0897 | 892.4992 | 149.5905 | 1180.5728 | 371.0831 | 809.4897 |
Avg Daily Profit (%) | 0.5615 | 0.4809 | 0.0806 | 0.1375 | 0.0835 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88815 | -74672 | -51726 | -1191592 | -1145911 | -357062 |
Profit Factor | 3.2547 | 4.2661 | 1.7918 | 1.2892 | 1.1398 | 1.5668 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 53.4247 | 45.9459 | 61.1111 | 53.4247 | 45.9459 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.8374 | 5.0189 | 1.1402 | 1.124 | 1.341 | 0.997 |
Largest Winning Trade | 856161 | 856161 | 58328 | 816205 | 816205 | 501502 |
Largest Losing Trade | -47064 | -31112 | -47064 | -540071 | -540071 | -299548 |
Avg Bars in Trades | 49 | 40 | 58 | 49 | 40 | 58 |
Avg Bars in Winners | 70 | 58 | 79 | 70 | 58 | 79 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 3585 | 1483 | 2103 | 3585 | 1483 | 2103 |
Profit Streak | 0 | 0 | 53.4455 | 0 | 0 | 53.4455 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58207 | 580463 | -80145 | -84619 | -149684 | -30737 |
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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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