Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811699.9641 | 643555.8536 | 168144.1104 | 3324356.2286 | 578991.4724 | 2745364.7562 |
Total P&L (%) | 811.7 | 643.5559 | 168.1441 | 3324.3562 | 578.9915 | 2745.3648 |
Avg Daily Profit (%) | 0.418 | 0.3314 | 0.0866 | 0.1821 | 0.0987 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154367 | -78252 | -85279 | -1428970 | -1141821 | -538133 |
Profit Factor | 2.7509 | 3.4759 | 1.8257 | 1.7402 | 1.2021 | 2.6882 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 39.4737 | 28.9474 | 50 | 39.4737 | 28.9474 | 50 |
Ratio Avg Win / Avg Loss | 4.2181 | 8.5317 | 1.8257 | 2.6683 | 2.9506 | 2.6882 |
Largest Winning Trade | 348680 | 348680 | 50481 | 909203 | 813790 | 909203 |
Largest Losing Trade | -38649 | -33005 | -38649 | -417186 | -378010 | -417186 |
Avg Bars in Trades | 148 | 120 | 176 | 148 | 120 | 176 |
Avg Bars in Winners | 240 | 214 | 254 | 240 | 214 | 254 |
Avg Bars in Losers | 88 | 81 | 97 | 88 | 81 | 97 |
Bars Traded | 11254 | 4563 | 6691 | 11254 | 4563 | 6691 |
Profit Streak | 0 | 0 | 52.4236 | 0 | 0 | 52.4236 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42720 | 122597 | -73302 | -46687 | -72599 | 486291 |
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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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