Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859984.5635 | 699953.707 | 160030.8565 | 1860752.9737 | 1121691.5124 | 739061.4614 |
Total P&L (%) | 859.9846 | 699.9537 | 160.0309 | 1860.753 | 1121.6915 | 739.0615 |
Avg Daily Profit (%) | 0.4646 | 0.3781 | 0.0864 | 0.1609 | 0.1353 | 0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126807 | -70512 | -90828 | -1891740 | -1784880 | -1030412 |
Profit Factor | 2.762 | 3.9841 | 1.6313 | 1.2628 | 1.2961 | 1.2245 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 46.7532 | 46.1538 | 47.3684 | 46.7532 | 46.1538 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.1457 | 4.6481 | 1.8125 | 1.4382 | 1.5121 | 1.3605 |
Largest Winning Trade | 513530 | 513530 | 59809 | 2026046 | 2026046 | 668819 |
Largest Losing Trade | -44795 | -31773 | -44795 | -865549 | -865549 | -562820 |
Avg Bars in Trades | 139 | 105 | 174 | 139 | 105 | 174 |
Avg Bars in Winners | 214 | 145 | 283 | 214 | 145 | 283 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 10730 | 4108 | 6622 | 10730 | 4108 | 6622 |
Profit Streak | 0 | 0 | 10.7725 | 0 | 0 | 10.7725 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31970 | 544858 | -74817 | -39980 | -12301 | -39835 |
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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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