Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712443.0633 | 618764.4954 | 93678.5679 | 3169838.9757 | 2128850.1343 | 1040988.8414 |
Total P&L (%) | 712.4431 | 618.7645 | 93.6786 | 3169.839 | 2128.8501 | 1040.9888 |
Avg Daily Profit (%) | 0.342 | 0.297 | 0.045 | 0.1675 | 0.1491 | 0.1169 |
Buy And Hold Return (%) | 214.5925 | 214.5925 | 214.5925 | 214.5925 | 214.5925 | 214.5925 |
Max Trade Drawdown | -108338 | -47548 | -150195 | -2555398 | -1087245 | -1468152 |
Profit Factor | 2.4204 | 4.3715 | 1.2945 | 1.4398 | 1.6885 | 1.2529 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2895 | 4.8858 | 1.0356 | 1.362 | 1.8871 | 1.0024 |
Largest Winning Trade | 203937 | 203937 | 59971 | 2110607 | 1796567 | 2110607 |
Largest Losing Trade | -55932 | -17792 | -55932 | -1430209 | -444062 | -1430209 |
Avg Bars in Trades | 339 | 225 | 454 | 339 | 225 | 454 |
Avg Bars in Winners | 513 | 351 | 651 | 513 | 351 | 651 |
Avg Bars in Losers | 155 | 112 | 207 | 155 | 112 | 207 |
Bars Traded | 24462 | 8116 | 16346 | 24462 | 8116 | 16346 |
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 | -72561 | 428539 | -297860 | -74899 | 307310 | -37442 |
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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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