Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647329.5406 | 523769.0126 | 123560.528 | 2102965.2189 | 1025934.2353 | 1077030.9836 |
Total P&L (%) | 647.3295 | 523.769 | 123.5605 | 2102.9652 | 1025.9342 | 1077.031 |
Avg Daily Profit (%) | 0.3641 | 0.2946 | 0.0695 | 0.1741 | 0.1363 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91745 | -49766 | -128653 | -1309456 | -814913 | -494542 |
Profit Factor | 2.2733 | 3.2514 | 1.4481 | 1.8345 | 1.7475 | 1.9385 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 47.3684 | 50 | 44.7368 | 47.3684 | 50 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.5259 | 3.2514 | 1.7888 | 2.0383 | 1.7475 | 2.3946 |
Largest Winning Trade | 197131 | 197131 | 78557 | 756078 | 561883 | 756078 |
Largest Losing Trade | -29043 | -29043 | -26264 | -529597 | -529597 | -357717 |
Avg Bars in Trades | 272 | 243 | 302 | 272 | 243 | 302 |
Avg Bars in Winners | 428 | 338 | 528 | 428 | 338 | 528 |
Avg Bars in Losers | 133 | 148 | 119 | 133 | 148 | 119 |
Bars Traded | 20737 | 9246 | 11491 | 20737 | 9246 | 11491 |
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 | -41032 | 542687 | -100072 | -43503 | -7355 | -5700 |
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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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