Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721217.4832 | 499939.8222 | 221277.661 | 4180574.9772 | 961963.9853 | 3218610.9919 |
Total P&L (%) | 721.2175 | 499.9398 | 221.2777 | 4180.575 | 961.964 | 3218.611 |
Avg Daily Profit (%) | 0.3791 | 0.2628 | 0.1163 | 0.1977 | 0.1243 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147655 | -71043 | -145319 | -1714274 | -1886375 | -1005225 |
Profit Factor | 2.6733 | 3.3133 | 2.0297 | 1.5366 | 1.1937 | 2.1394 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 34.1772 | 30 | 38.4615 | 34.1772 | 30 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.1486 | 7.7311 | 3.2475 | 2.9594 | 2.7853 | 3.4231 |
Largest Winning Trade | 221556 | 221556 | 56471 | 1403751 | 1403751 | 1251273 |
Largest Losing Trade | -34544 | -27176 | -34544 | -1597446 | -1597446 | -847703 |
Avg Bars in Trades | 70 | 59 | 80 | 70 | 59 | 80 |
Avg Bars in Winners | 167 | 154 | 177 | 167 | 154 | 177 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5538 | 2389 | 3148 | 5538 | 2389 | 3148 |
Profit Streak | 0 | 0 | 706.2834 | 0 | 0 | 706.2834 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22762 | 242747 | -37366 | -26772 | -40781 | 304665 |
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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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