Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517270.2328 | 416796.8114 | 100473.4215 | 326061.0761 | 51219.5741 | 274841.5021 |
Total P&L (%) | 517.2702 | 416.7968 | 100.4734 | 326.0611 | 51.2196 | 274.8415 |
Avg Daily Profit (%) | 0.2668 | 0.215 | 0.0518 | 0.0748 | 0.0213 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100358 | -111089 | -72347 | -240471 | -308466 | -146350 |
Profit Factor | 2.1727 | 2.6271 | 1.5433 | 1.2726 | 1.0697 | 1.5959 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.9452 | 41.6667 | 54.0541 | 47.9452 | 41.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.359 | 3.6779 | 1.3118 | 1.3816 | 1.4975 | 1.3565 |
Largest Winning Trade | 351599 | 351599 | 38621 | 297363 | 297363 | 110272 |
Largest Losing Trade | -40108 | -40108 | -34373 | -105257 | -105257 | -78855 |
Avg Bars in Trades | 47 | 46 | 49 | 47 | 46 | 49 |
Avg Bars in Winners | 74 | 90 | 62 | 74 | 90 | 62 |
Avg Bars in Losers | 23 | 15 | 34 | 23 | 15 | 34 |
Bars Traded | 3498 | 1671 | 1827 | 3498 | 1671 | 1827 |
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 | -64334 | 342608 | -121597 | -170236 | -312734 | -99468 |
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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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