Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1127879.1331 | 1052939.6237 | 74939.5094 | 5642.8864 | -97543.6353 | 103186.5217 |
Total P&L (%) | 1127.8791 | 1052.9396 | 74.9395 | 5.6429 | -97.5436 | 103.1865 |
Avg Daily Profit (%) | 0.4788 | 0.447 | 0.0318 | 0.0023 | -0.1572 | 0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183141 | -80742 | -193396 | -151178 | -149525 | -131090 |
Profit Factor | 2.6518 | 4.2072 | 1.2114 | 1.0089 | 0.7267 | 1.3745 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 45.8333 | 36.1111 | 55.5556 | 45.8333 | 36.1111 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.134 | 7.4435 | 0.9691 | 1.1924 | 1.2857 | 1.0996 |
Largest Winning Trade | 1025399 | 1025399 | 60596 | 50622 | 50622 | 46987 |
Largest Losing Trade | -79080 | -27858 | -79080 | -98151 | -50685 | -98151 |
Avg Bars in Trades | 191 | 163 | 218 | 191 | 163 | 218 |
Avg Bars in Winners | 287 | 275 | 295 | 287 | 275 | 295 |
Avg Bars in Losers | 109 | 100 | 122 | 109 | 100 | 122 |
Bars Traded | 13761 | 5892 | 7869 | 13761 | 5892 | 7869 |
Profit Streak | 0 | 0 | 78.3699 | 0 | 0 | 78.3699 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69918 | 430531 | -151234 | -651588 | -584514 | -150855 |
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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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