Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257281.9071 | 192969.0505 | 64312.8566 | 126680.1303 | 94079.6491 | 32600.4812 |
Total P&L (%) | 257.2819 | 192.9691 | 64.3129 | 126.6801 | 94.0796 | 32.6005 |
Avg Daily Profit (%) | 0.2391 | 0.1793 | 0.0598 | 0.0761 | 0.0616 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102998 | -35540 | -98228 | -416159 | -124083 | -392029 |
Profit Factor | 1.7445 | 2.7404 | 1.274 | 1.1259 | 1.293 | 1.0476 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.1674 | 4.0193 | 1.3448 | 1.3989 | 1.8963 | 1.1058 |
Largest Winning Trade | 226267 | 226267 | 45100 | 194323 | 194323 | 89399 |
Largest Losing Trade | -38551 | -11536 | -38551 | -83673 | -46485 | -83673 |
Avg Bars in Trades | 57 | 23 | 91 | 57 | 23 | 91 |
Avg Bars in Winners | 97 | 35 | 148 | 97 | 35 | 148 |
Avg Bars in Losers | 24 | 14 | 36 | 24 | 14 | 36 |
Bars Traded | 4230 | 857 | 3373 | 4230 | 857 | 3373 |
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 | -59617 | 334014 | -114086 | -244247 | -112856 | -329402 |
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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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