Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639623.9575 | 517575.1639 | 122048.7937 | 1019244.1686 | 592285.7016 | 426958.467 |
Total P&L (%) | 639.624 | 517.5752 | 122.0488 | 1019.2442 | 592.2857 | 426.9585 |
Avg Daily Profit (%) | 0.2554 | 0.2067 | 0.0487 | 0.0965 | 0.0773 | 0.0664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115269 | -101862 | -81073 | -564202 | -572321 | -289805 |
Profit Factor | 2.2596 | 3.1773 | 1.4519 | 1.4587 | 1.5192 | 1.3949 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.8736 | 5.4467 | 2.489 | 2.5007 | 2.6043 | 2.3913 |
Largest Winning Trade | 373974 | 373974 | 60481 | 447917 | 447917 | 296499 |
Largest Losing Trade | -39953 | -21388 | -39953 | -134756 | -124279 | -134756 |
Avg Bars in Trades | 128 | 102 | 153 | 128 | 102 | 153 |
Avg Bars in Winners | 239 | 198 | 280 | 239 | 198 | 280 |
Avg Bars in Losers | 63 | 46 | 79 | 63 | 46 | 79 |
Bars Traded | 9743 | 3899 | 5844 | 9743 | 3899 | 5844 |
Profit Streak | 0 | 0 | 51.1721 | 0 | 0 | 51.1721 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46081 | 326274 | -130233 | -120449 | -91894 | -107045 |
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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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