Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596917.3124 | 572809.3905 | 24107.922 | 312280.7472 | 1005893.1141 | -693612.367 |
Total P&L (%) | 596.9173 | 572.8094 | 24.1079 | 312.2807 | 1005.8931 | -693.6124 |
Avg Daily Profit (%) | 0.3278 | 0.3146 | 0.0132 | 0.0778 | 0.1321 | 0 |
Buy And Hold Return (%) | 197.0003 | 197.0003 | 197.0003 | 197.0003 | 197.0003 | 197.0003 |
Max Trade Drawdown | -105930 | -123829 | -79759 | -938042 | -604142 | -757217 |
Profit Factor | 2.0888 | 2.8806 | 1.0989 | 1.099 | 1.6311 | 0.5553 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.0888 | 2.8806 | 1.0989 | 1.099 | 1.6311 | 0.5553 |
Largest Winning Trade | 280076 | 280076 | 28306 | 535286 | 535286 | 182765 |
Largest Losing Trade | -50351 | -50351 | -47519 | -394391 | -394391 | -351852 |
Avg Bars in Trades | 97 | 130 | 64 | 97 | 130 | 64 |
Avg Bars in Winners | 111 | 139 | 82 | 111 | 139 | 82 |
Avg Bars in Losers | 83 | 121 | 45 | 83 | 121 | 45 |
Bars Traded | 7006 | 4701 | 2305 | 7006 | 4701 | 2305 |
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 | -73760 | 407562 | -452621 | -294084 | -14484 | -580780 |
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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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