Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528433.9629 | 419235.6685 | 109198.2944 | 828890.5758 | 284494.9551 | 544395.6207 |
Total P&L (%) | 528.434 | 419.2357 | 109.1983 | 828.8906 | 284.495 | 544.3956 |
Avg Daily Profit (%) | 0.2672 | 0.212 | 0.0552 | 0.1128 | 0.0681 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125397 | -79419 | -164726 | -1337700 | -1334364 | -665332 |
Profit Factor | 1.9789 | 2.5552 | 1.4041 | 1.2185 | 1.1114 | 1.4394 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.7222 | 61.1111 | 58.3333 | 59.7222 | 61.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.3346 | 1.626 | 1.0029 | 0.8218 | 0.7072 | 1.0282 |
Largest Winning Trade | 124140 | 124140 | 75121 | 565014 | 565014 | 345072 |
Largest Losing Trade | -61129 | -61129 | -40434 | -940976 | -940976 | -193324 |
Avg Bars in Trades | 53 | 41 | 65 | 53 | 41 | 65 |
Avg Bars in Winners | 60 | 47 | 74 | 60 | 47 | 74 |
Avg Bars in Losers | 42 | 32 | 52 | 42 | 32 | 52 |
Bars Traded | 3850 | 1501 | 2349 | 3850 | 1501 | 2349 |
Profit Streak | 0 | 0 | 704.278 | 0 | 0 | 704.278 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70978 | 505207 | -116050 | -126345 | -200216 | -63363 |
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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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