Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856753.3877 | 729487.8411 | 127265.5466 | 1075786.3906 | 597137.003 | 478649.3876 |
Total P&L (%) | 856.7534 | 729.4878 | 127.2655 | 1075.7864 | 597.137 | 478.6494 |
Avg Daily Profit (%) | 0.4334 | 0.369 | 0.0644 | 0.1248 | 0.0983 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89549 | -104413 | -125953 | -687052 | -687052 | -405534 |
Profit Factor | 2.2202 | 2.8386 | 1.4168 | 1.3792 | 1.331 | 1.4634 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 49.3671 | 47.5 | 51.2821 | 49.3671 | 47.5 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.2771 | 3.1374 | 1.3459 | 1.4145 | 1.4711 | 1.3902 |
Largest Winning Trade | 394090 | 394090 | 79403 | 577412 | 577412 | 458032 |
Largest Losing Trade | -61320 | -50735 | -61320 | -687052 | -687052 | -201171 |
Avg Bars in Trades | 96 | 103 | 89 | 96 | 103 | 89 |
Avg Bars in Winners | 125 | 115 | 135 | 125 | 115 | 135 |
Avg Bars in Losers | 68 | 92 | 41 | 68 | 92 | 41 |
Bars Traded | 7630 | 4138 | 3492 | 7630 | 4138 | 3492 |
Profit Streak | 0 | 0 | 641.1107 | 0 | 0 | 641.1107 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17265 | 502449 | -105023 | -57008 | -62019 | -72115 |
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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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