Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713912.3244 | 582504.1259 | 131408.1985 | 2498449.4247 | 1154477.5276 | 1343971.8971 |
Total P&L (%) | 713.9123 | 582.5041 | 131.4082 | 2498.4494 | 1154.4775 | 1343.9719 |
Avg Daily Profit (%) | 0.3613 | 0.2948 | 0.0665 | 0.165 | 0.1281 | 0.1352 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109615 | -91085 | -83294 | -3568817 | -2900321 | -1552997 |
Profit Factor | 2.4097 | 3.3423 | 1.5098 | 1.2394 | 1.1969 | 1.2938 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.3133 | 4.5957 | 2.076 | 1.7041 | 1.6457 | 1.7789 |
Largest Winning Trade | 163781 | 163781 | 67165 | 1857051 | 1602107 | 1857051 |
Largest Losing Trade | -50345 | -39425 | -50345 | -1822233 | -1822233 | -1327970 |
Avg Bars in Trades | 151 | 133 | 170 | 151 | 133 | 170 |
Avg Bars in Winners | 268 | 224 | 313 | 268 | 224 | 313 |
Avg Bars in Losers | 66 | 66 | 65 | 66 | 66 | 65 |
Bars Traded | 11519 | 5054 | 6464 | 11519 | 5054 | 6464 |
Profit Streak | 0 | 0 | 717.6734 | 0 | 0 | 717.6734 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42840 | 438530 | -103760 | -48284 | -27503 | -13050 |
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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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