Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524228.9054 | 370795.4298 | 153433.4756 | 1933685.0397 | 880583.4816 | 1053101.5582 |
Total P&L (%) | 524.2289 | 370.7954 | 153.4335 | 1933.685 | 880.5835 | 1053.1016 |
Avg Daily Profit (%) | 0.238 | 0.1683 | 0.0696 | 0.1368 | 0.1037 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110108 | -53667 | -93170 | -1266129 | -500896 | -922504 |
Profit Factor | 2.2419 | 3.033 | 1.64 | 1.508 | 1.4471 | 1.5733 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.0548 | 48.6486 | 55.5556 | 52.0548 | 48.6486 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0649 | 3.2015 | 1.312 | 1.389 | 1.5275 | 1.2586 |
Largest Winning Trade | 158703 | 158703 | 50493 | 824960 | 824960 | 630734 |
Largest Losing Trade | -43609 | -18164 | -43609 | -362492 | -362492 | -349805 |
Avg Bars in Trades | 115 | 66 | 166 | 115 | 66 | 166 |
Avg Bars in Winners | 171 | 99 | 237 | 171 | 99 | 237 |
Avg Bars in Losers | 54 | 34 | 77 | 54 | 34 | 77 |
Bars Traded | 8440 | 2450 | 5990 | 8440 | 2450 | 5990 |
Profit Streak | 0 | 0 | 80.8478 | 0 | 0 | 80.8478 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63382 | 454463 | -96672 | -84597 | -52570 | -41295 |
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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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