Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728539.8902 | 593826.0248 | 134713.8654 | 1335530.8093 | 429468.1189 | 906062.6904 |
Total P&L (%) | 728.5399 | 593.826 | 134.7139 | 1335.5308 | 429.4681 | 906.0627 |
Avg Daily Profit (%) | 0.3902 | 0.318 | 0.0721 | 0.1428 | 0.0893 | 0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130174 | -56121 | -92739 | -908898 | -637873 | -472611 |
Profit Factor | 2.6993 | 3.5623 | 1.6839 | 1.3737 | 1.2178 | 1.5658 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 43.2432 | 35.1351 | 51.3514 | 43.2432 | 35.1351 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.5429 | 6.5766 | 1.5953 | 1.803 | 2.2482 | 1.4834 |
Largest Winning Trade | 447279 | 447279 | 59880 | 583311 | 583311 | 509888 |
Largest Losing Trade | -55739 | -30880 | -55739 | -361996 | -214724 | -361996 |
Avg Bars in Trades | 74 | 64 | 83 | 74 | 64 | 83 |
Avg Bars in Winners | 126 | 119 | 130 | 126 | 119 | 130 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 5493 | 2394 | 3099 | 5493 | 2394 | 3099 |
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 | -56592 | 360421 | -93244 | -71786 | -78827 | -25555 |
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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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