Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649144.9525 | 428341.1258 | 220803.8267 | 3794011.0891 | 1994382.7712 | 1799628.3179 |
Total P&L (%) | 649.145 | 428.3411 | 220.8038 | 3794.0111 | 1994.3828 | 1799.6283 |
Avg Daily Profit (%) | 0.3421 | 0.2258 | 0.1164 | 0.1932 | 0.1605 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83711 | -50228 | -133866 | -1231291 | -856740 | -1299977 |
Profit Factor | 2.5183 | 3.1104 | 1.9832 | 2.0472 | 2.0654 | 2.0277 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 70.8333 | 66.6667 | 75 | 70.8333 | 66.6667 | 75 |
Ratio Avg Win / Avg Loss | 1.037 | 1.5552 | 0.6611 | 0.843 | 1.0327 | 0.6759 |
Largest Winning Trade | 88097 | 88097 | 42775 | 869510 | 869510 | 494045 |
Largest Losing Trade | -70833 | -44869 | -70833 | -644806 | -644806 | -638976 |
Avg Bars in Trades | 76 | 84 | 67 | 76 | 84 | 67 |
Avg Bars in Winners | 61 | 69 | 55 | 61 | 69 | 55 |
Avg Bars in Losers | 111 | 116 | 105 | 111 | 116 | 105 |
Bars Traded | 5497 | 3052 | 2445 | 5497 | 3052 | 2445 |
Profit Streak | 18.3844 | 0 | 146.051 | 18.3844 | 0 | 146.051 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67294 | 573940 | -32058 | -71143 | 456244 | 479580 |
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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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