Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552092.5944 | 417487.9127 | 134604.6817 | 774423.0638 | 286619.5754 | 487803.4884 |
Total P&L (%) | 552.0926 | 417.4879 | 134.6047 | 774.4231 | 286.6196 | 487.8035 |
Avg Daily Profit (%) | 0.2967 | 0.2243 | 0.0723 | 0.1166 | 0.0727 | 0.0952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106925 | -69732 | -82040 | -1301635 | -884624 | -761078 |
Profit Factor | 2.0409 | 2.4432 | 1.5583 | 1.246 | 1.1543 | 1.3782 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 39.3939 | 50 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 2.5172 | 3.7588 | 1.5583 | 1.5368 | 1.7758 | 1.3782 |
Largest Winning Trade | 170652 | 170652 | 76937 | 522909 | 522909 | 369531 |
Largest Losing Trade | -36846 | -36846 | -35246 | -579268 | -579268 | -423893 |
Avg Bars in Trades | 50 | 56 | 44 | 50 | 56 | 44 |
Avg Bars in Winners | 86 | 105 | 71 | 86 | 105 | 71 |
Avg Bars in Losers | 20 | 24 | 17 | 20 | 24 | 17 |
Bars Traded | 3357 | 1858 | 1499 | 3357 | 1858 | 1499 |
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 | -110565 | 300068 | -93611 | -159385 | -149749 | -65300 |
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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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