Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740143.8876 | 588278.8992 | 151864.9884 | 2669280.8874 | 1016130.7089 | 1653150.1784 |
Total P&L (%) | 740.1439 | 588.2789 | 151.865 | 2669.2809 | 1016.1307 | 1653.1502 |
Avg Daily Profit (%) | 0.3956 | 0.3144 | 0.0812 | 0.1777 | 0.129 | 0.1532 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63503 | -50106 | -59639 | -916249 | -911759 | -463778 |
Profit Factor | 3 | 4.1451 | 1.8298 | 1.6873 | 1.4744 | 1.9491 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 38.0282 | 33.3333 | 42.8571 | 38.0282 | 33.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.8889 | 8.2902 | 2.4397 | 2.7496 | 2.9487 | 2.5987 |
Largest Winning Trade | 415912 | 415912 | 60127 | 1213131 | 1213131 | 1149410 |
Largest Losing Trade | -21820 | -20640 | -21820 | -370959 | -370959 | -356640 |
Avg Bars in Trades | 50 | 40 | 61 | 50 | 40 | 61 |
Avg Bars in Winners | 99 | 83 | 112 | 99 | 83 | 112 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 3583 | 1444 | 2139 | 3583 | 1444 | 2139 |
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 | -80493 | 349204 | -83898 | -84889 | -24583 | 307877 |
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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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