Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426517.5972 | 346361.1648 | 80156.4324 | 74178.1065 | 1603608.2792 | -1529430.1727 |
Total P&L (%) | 426.5176 | 346.3612 | 80.1564 | 74.1781 | 1603.6083 | -1529.4302 |
Avg Daily Profit (%) | 0.2242 | 0.1821 | 0.0421 | 0.0292 | 0.1492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217377 | -217149 | -126822 | -1814236 | -1044638 | -1922897 |
Profit Factor | 1.6199 | 1.9233 | 1.2561 | 1.0177 | 2.0298 | 0.4177 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.2469 | 2.5244 | 1.8423 | 1.4117 | 2.6641 | 0.6127 |
Largest Winning Trade | 197090 | 197090 | 56322 | 942132 | 942132 | 340591 |
Largest Losing Trade | -44154 | -44154 | -36752 | -685349 | -281703 | -685349 |
Avg Bars in Trades | 72 | 76 | 68 | 72 | 76 | 68 |
Avg Bars in Winners | 113 | 112 | 115 | 113 | 112 | 115 |
Avg Bars in Losers | 42 | 49 | 36 | 42 | 49 | 36 |
Bars Traded | 5370 | 2838 | 2532 | 5370 | 2838 | 2532 |
Profit Streak | 0 | 0 | 660.8515 | 0 | 0 | 660.8515 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61036 | 305926 | -138413 | -426863 | 277941 | -583493 |
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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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