Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522402.7102 | 349479.8028 | 172922.9074 | 1740205.6593 | 207372.2209 | 1532833.4384 |
Total P&L (%) | 522.4027 | 349.4798 | 172.9229 | 1740.2057 | 207.3722 | 1532.8334 |
Avg Daily Profit (%) | 0.2746 | 0.1837 | 0.0909 | 0.1532 | 0.059 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87549 | -61296 | -45481 | -2353675 | -1482958 | -1342285 |
Profit Factor | 2.5288 | 2.9883 | 2.0421 | 1.3297 | 1.0811 | 1.5629 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 54.9296 | 55.5556 | 54.2857 | 54.9296 | 55.5556 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.0749 | 2.3906 | 1.7197 | 1.091 | 0.8649 | 1.3161 |
Largest Winning Trade | 213153 | 213153 | 68803 | 1520475 | 508895 | 1520475 |
Largest Losing Trade | -35395 | -27091 | -35395 | -766877 | -637606 | -766877 |
Avg Bars in Trades | 51 | 39 | 63 | 51 | 39 | 63 |
Avg Bars in Winners | 75 | 48 | 103 | 75 | 48 | 103 |
Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
Bars Traded | 3624 | 1406 | 2218 | 3624 | 1406 | 2218 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76864 | 500657 | -67189 | -82457 | -246315 | 206120 |
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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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