Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699634.6064 | 646096.9061 | 53537.7004 | 1436922.8423 | 1205448.7526 | 231474.0897 |
Total P&L (%) | 699.6346 | 646.0969 | 53.5377 | 1436.9228 | 1205.4488 | 231.4741 |
Avg Daily Profit (%) | 0.2797 | 0.2583 | 0.0214 | 0.1093 | 0.1027 | 0.0479 |
Buy And Hold Return (%) | 145.3158 | 145.3158 | 145.3158 | 145.3158 | 145.3158 | 145.3158 |
Max Trade Drawdown | -103081 | -105701 | -10859 | -807059 | -838170 | -68320 |
Profit Factor | 3.1551 | 3.2879 | 2.2672 | 1.7808 | 1.7324 | 2.1911 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50.7042 | 42.8571 | 58.3333 | 50.7042 | 42.8571 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.0674 | 4.3839 | 1.6194 | 1.7314 | 2.3099 | 1.5651 |
Largest Winning Trade | 308015 | 308015 | 13046 | 1062809 | 1062809 | 78569 |
Largest Losing Trade | -69245 | -69245 | -6315 | -474289 | -474289 | -37361 |
Avg Bars in Trades | 99 | 192 | 8 | 99 | 192 | 8 |
Avg Bars in Winners | 85 | 194 | 8 | 85 | 194 | 8 |
Avg Bars in Losers | 113 | 192 | 9 | 113 | 192 | 9 |
Bars Traded | 7067 | 6752 | 315 | 7067 | 6752 | 315 |
Profit Streak | 0 | 185.4536 | 0 | 0 | 185.4536 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77936 | 388630 | -324377 | -134490 | -54307 | -132997 |
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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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