Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901587.2682 | 714660.6839 | 186926.5843 | 2579369.6398 | 445720.2702 | 2133649.3696 |
Total P&L (%) | 901.5873 | 714.6607 | 186.9266 | 2579.3696 | 445.7203 | 2133.6494 |
Avg Daily Profit (%) | 0.4863 | 0.3855 | 0.1008 | 0.1775 | 0.0916 | 0.1677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109206 | -89930 | -87259 | -1885508 | -1031959 | -957641 |
Profit Factor | 2.1932 | 2.7033 | 1.5563 | 1.3193 | 1.0945 | 1.6349 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 55.1724 | 56.1644 | 54.1667 | 55.1724 | 56.1644 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.782 | 2.1099 | 1.3169 | 1.0719 | 0.8542 | 1.3834 |
Largest Winning Trade | 511807 | 511807 | 62354 | 997618 | 781309 | 997618 |
Largest Losing Trade | -44853 | -44853 | -44220 | -900568 | -438635 | -900568 |
Avg Bars in Trades | 24 | 20 | 29 | 24 | 20 | 29 |
Avg Bars in Winners | 30 | 23 | 38 | 30 | 23 | 38 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 3614 | 1487 | 2127 | 3614 | 1487 | 2127 |
Profit Streak | 0 | 0 | 51.3518 | 0 | 0 | 51.3518 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575633 | -55823 | -133608 | 337646 | -259604 | -67137 |
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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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