Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675592.1592 | 564117.9188 | 111474.2404 | 1370630.9576 | 1196391.7288 | 174239.2288 |
Total P&L (%) | 675.5922 | 564.1179 | 111.4742 | 1370.631 | 1196.3917 | 174.2392 |
Avg Daily Profit (%) | 0.2951 | 0.2464 | 0.0487 | 0.1175 | 0.112 | 0.0441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134328 | -163285 | -55574 | -1208233 | -1129300 | -505341 |
Profit Factor | 2.3706 | 3.0877 | 1.5005 | 1.3904 | 1.5781 | 1.1209 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 38.2716 | 36.5854 | 40 | 38.2716 | 36.5854 | 40 |
Ratio Avg Win / Avg Loss | 3.8235 | 5.3519 | 2.2508 | 2.2426 | 2.7354 | 1.6814 |
Largest Winning Trade | 273596 | 273596 | 51530 | 1076728 | 1076728 | 309034 |
Largest Losing Trade | -35572 | -35572 | -22109 | -495714 | -495714 | -172580 |
Avg Bars in Trades | 78 | 72 | 84 | 78 | 72 | 84 |
Avg Bars in Winners | 150 | 142 | 159 | 150 | 142 | 159 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 6354 | 2972 | 3382 | 6354 | 2972 | 3382 |
Profit Streak | 78.9094 | 236.9094 | 0 | 78.9094 | 236.9094 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6915 | 364492 | -129331 | -54285 | -44418 | -224330 |
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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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