Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517355.5242 | 406627.0248 | 110728.4994 | 1016229.2925 | 404506.4499 | 611722.8426 |
Total P&L (%) | 517.3555 | 406.627 | 110.7285 | 1016.2293 | 404.5065 | 611.7228 |
Avg Daily Profit (%) | 0.2617 | 0.2057 | 0.056 | 0.1221 | 0.0819 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85812 | -65210 | -176772 | -344318 | -422019 | -500425 |
Profit Factor | 1.9804 | 2.4958 | 1.4328 | 1.4801 | 1.3277 | 1.6933 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 50.6667 | 42.1053 | 59.4595 | 50.6667 | 42.1053 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.9283 | 3.4318 | 0.9769 | 1.4412 | 1.8256 | 1.1545 |
Largest Winning Trade | 107817 | 107817 | 78459 | 346203 | 218073 | 346203 |
Largest Losing Trade | -42355 | -42355 | -40937 | -162394 | -162394 | -153409 |
Avg Bars in Trades | 101 | 79 | 124 | 101 | 79 | 124 |
Avg Bars in Winners | 154 | 126 | 174 | 154 | 126 | 174 |
Avg Bars in Losers | 47 | 44 | 52 | 47 | 44 | 52 |
Bars Traded | 7630 | 3018 | 4612 | 7630 | 3018 | 4612 |
Profit Streak | 0 | 0 | 827.1282 | 0 | 0 | 827.1282 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48863 | 337313 | -116314 | -89569 | -85291 | -55277 |
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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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