Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528666.5594 | 410058.289 | 118608.2704 | 379979.7574 | 296675.2984 | 83304.4591 |
Total P&L (%) | 528.6666 | 410.0583 | 118.6083 | 379.9798 | 296.6753 | 83.3045 |
Avg Daily Profit (%) | 0.2427 | 0.1883 | 0.0545 | 0.072 | 0.0633 | 0.0278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134514 | -136886 | -77607 | -925687 | -693307 | -490146 |
Profit Factor | 1.9818 | 2.4746 | 1.4555 | 1.1744 | 1.2699 | 1.0771 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.5855 | 1.9797 | 1.1644 | 0.9395 | 1.0159 | 0.8617 |
Largest Winning Trade | 245799 | 245799 | 57538 | 318776 | 318776 | 177120 |
Largest Losing Trade | -50452 | -30659 | -50452 | -359434 | -200944 | -359434 |
Avg Bars in Trades | 115 | 114 | 115 | 115 | 114 | 115 |
Avg Bars in Winners | 132 | 125 | 138 | 132 | 125 | 138 |
Avg Bars in Losers | 93 | 99 | 87 | 93 | 99 | 87 |
Bars Traded | 8284 | 4111 | 4173 | 8284 | 4111 | 4173 |
Profit Streak | 0 | 0 | 118.6816 | 0 | 0 | 118.6816 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70611 | 466378 | -117880 | -209909 | -107805 | -291754 |
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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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