Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509109.5689 | 446519.7225 | 62589.8464 | 217218.5012 | 73508.3892 | 143710.1119 |
Total P&L (%) | 509.1096 | 446.5197 | 62.5898 | 217.2185 | 73.5084 | 143.7101 |
Avg Daily Profit (%) | 0.2658 | 0.2331 | 0.0327 | 0.0603 | 0.0288 | 0.0465 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193880 | -147204 | -111994 | -1671414 | -1218525 | -725235 |
Profit Factor | 1.8757 | 2.569 | 1.2109 | 1.0601 | 1.0417 | 1.0778 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 46.0526 | 42.1053 | 50 | 46.0526 | 42.1053 | 50 |
Ratio Avg Win / Avg Loss | 2.1973 | 3.5324 | 1.2109 | 1.2419 | 1.4323 | 1.0778 |
Largest Winning Trade | 223400 | 223400 | 58122 | 434853 | 434853 | 406343 |
Largest Losing Trade | -50249 | -27790 | -50249 | -725235 | -321159 | -725235 |
Avg Bars in Trades | 48 | 42 | 55 | 48 | 42 | 55 |
Avg Bars in Winners | 63 | 49 | 74 | 63 | 49 | 74 |
Avg Bars in Losers | 36 | 36 | 35 | 36 | 36 | 35 |
Bars Traded | 3694 | 1599 | 2095 | 3694 | 1599 | 2095 |
Profit Streak | 0 | 0 | 75.7711 | 0 | 0 | 75.7711 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43152 | 350830 | -149623 | -322127 | -332206 | -265202 |
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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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