Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676391.6046 | 508910.1378 | 167481.4668 | 5148507.9007 | 1655174.3428 | 3493333.5579 |
Total P&L (%) | 676.3916 | 508.9101 | 167.4815 | 5148.5079 | 1655.1743 | 3493.3336 |
Avg Daily Profit (%) | 0.3421 | 0.2574 | 0.0847 | 0.2005 | 0.145 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62800 | -58923 | -140478 | -600939 | -972742 | -562647 |
Profit Factor | 2.4829 | 3.2533 | 1.7273 | 2.3621 | 1.6565 | 3.7754 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 48.6842 | 55.2632 | 42.1053 | 48.6842 | 55.2632 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.6171 | 2.6336 | 2.3751 | 2.4898 | 1.341 | 5.1912 |
Largest Winning Trade | 112342 | 112342 | 76947 | 1748654 | 1045961 | 1748654 |
Largest Losing Trade | -41273 | -41273 | -33026 | -513307 | -513307 | -406902 |
Avg Bars in Trades | 75 | 54 | 97 | 75 | 54 | 97 |
Avg Bars in Winners | 118 | 75 | 175 | 118 | 75 | 175 |
Avg Bars in Losers | 34 | 27 | 40 | 34 | 27 | 40 |
Bars Traded | 5750 | 2057 | 3693 | 5750 | 2057 | 3693 |
Profit Streak | 0 | 0 | 704.2668 | 0 | 0 | 704.2668 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40304 | 555932 | -78679 | -41747 | 133341 | 456296 |
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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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