Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647248.1031 | 468266.2676 | 178981.8355 | 1131276.9041 | 236092.895 | 895184.0091 |
Total P&L (%) | 647.2481 | 468.2663 | 178.9818 | 1131.2769 | 236.0929 | 895.184 |
Avg Daily Profit (%) | 0.3656 | 0.2645 | 0.1011 | 0.1419 | 0.0685 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71601 | -64921 | -38348 | -637879 | -618109 | -330984 |
Profit Factor | 2.7527 | 3.1169 | 2.2087 | 1.5008 | 1.1877 | 1.8938 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 46.6667 | 37.8378 | 55.2632 | 46.6667 | 37.8378 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.1459 | 5.1206 | 1.788 | 1.7152 | 1.9513 | 1.5331 |
Largest Winning Trade | 359064 | 359064 | 67681 | 731015 | 474363 | 731015 |
Largest Losing Trade | -39145 | -39145 | -29865 | -285736 | -273954 | -285736 |
Avg Bars in Trades | 127 | 156 | 100 | 127 | 156 | 100 |
Avg Bars in Winners | 182 | 243 | 141 | 182 | 243 | 141 |
Avg Bars in Losers | 80 | 102 | 49 | 80 | 102 | 49 |
Bars Traded | 9580 | 5772 | 3808 | 9580 | 5772 | 3808 |
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 | -47867 | 338534 | -53106 | -63317 | -119105 | -14929 |
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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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