Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506983.689 | 405566.5224 | 101417.1666 | 880193.0885 | 175534.6408 | 704658.4477 |
Total P&L (%) | 506.9837 | 405.5665 | 101.4172 | 880.1931 | 175.5346 | 704.6584 |
Avg Daily Profit (%) | 0.2023 | 0.1618 | 0.0405 | 0.0911 | 0.0404 | 0.0832 |
Buy And Hold Return (%) | 11.4478 | 11.4478 | 11.4478 | 11.4478 | 11.4478 | 11.4478 |
Max Trade Drawdown | -77787 | -66997 | -41909 | -1182696 | -1158953 | -514360 |
Profit Factor | 2.4126 | 2.7225 | 1.8216 | 1.264 | 1.0708 | 1.8244 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 50 | 55.5556 | 44.4444 | 50 | 55.5556 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4126 | 2.178 | 2.277 | 1.264 | 0.8566 | 2.2804 |
Largest Winning Trade | 297952 | 297952 | 41747 | 631995 | 631995 | 357647 |
Largest Losing Trade | -36866 | -31514 | -36866 | -477482 | -477482 | -244220 |
Avg Bars in Trades | 67 | 118 | 16 | 67 | 118 | 16 |
Avg Bars in Winners | 94 | 152 | 21 | 94 | 152 | 21 |
Avg Bars in Losers | 40 | 76 | 12 | 40 | 76 | 12 |
Bars Traded | 4870 | 4278 | 592 | 4870 | 4278 | 592 |
Profit Streak | 1.8892 | 204.8892 | 0 | 1.8892 | 204.8892 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73297 | 524420 | -137285 | -156999 | -281107 | -79842 |
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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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