Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499721.4773 | 241556.2447 | 258165.2326 | 1908318.3776 | 570246.8514 | 1338071.5262 |
Total P&L (%) | 499.7215 | 241.5562 | 258.1652 | 1908.3184 | 570.2469 | 1338.0715 |
Avg Daily Profit (%) | 0.2843 | 0.1374 | 0.1469 | 0.1708 | 0.1083 | 0.1518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50047 | -43986 | -23460 | -675519 | -627635 | -212078 |
Profit Factor | 2.7376 | 2.3596 | 3.3483 | 2.1717 | 1.5186 | 3.5289 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 51.3889 | 38.8889 | 63.8889 | 51.3889 | 38.8889 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.5896 | 3.708 | 1.8925 | 2.0543 | 2.3864 | 1.9946 |
Largest Winning Trade | 143160 | 143160 | 73124 | 832946 | 647428 | 832946 |
Largest Losing Trade | -23460 | -16674 | -23460 | -234218 | -234218 | -212078 |
Avg Bars in Trades | 137 | 92 | 183 | 137 | 92 | 183 |
Avg Bars in Winners | 208 | 158 | 239 | 208 | 158 | 239 |
Avg Bars in Losers | 62 | 50 | 83 | 62 | 50 | 83 |
Bars Traded | 9916 | 3328 | 6588 | 9916 | 3328 | 6588 |
Profit Streak | 0 | 0 | 30.8199 | 0 | 0 | 30.8199 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70032 | -9429 | 439111 | -71677 | -49812 | 617060 |
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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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