Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414637.7038 | 294428.8797 | 120208.8241 | 1024108.6307 | 535438.5575 | 488670.0733 |
Total P&L (%) | 414.6377 | 294.4289 | 120.2088 | 1024.1086 | 535.4386 | 488.6701 |
Avg Daily Profit (%) | 0.2898 | 0.2058 | 0.084 | 0.1693 | 0.1293 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98289 | -63646 | -40067 | -2940455 | -2342109 | -618900 |
Profit Factor | 2.1051 | 2.203 | 1.9214 | 1.2507 | 1.1785 | 1.4497 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60 | 62.1622 | 57.8947 | 60 | 62.1622 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4034 | 1.341 | 1.3974 | 0.8338 | 0.7174 | 1.0543 |
Largest Winning Trade | 91956 | 91956 | 25525 | 1650094 | 1650094 | 318608 |
Largest Losing Trade | -54773 | -54773 | -21725 | -2226303 | -2226303 | -354889 |
Avg Bars in Trades | 70 | 97 | 44 | 70 | 97 | 44 |
Avg Bars in Winners | 47 | 58 | 35 | 47 | 58 | 35 |
Avg Bars in Losers | 105 | 160 | 57 | 105 | 160 | 57 |
Bars Traded | 5286 | 3590 | 1695 | 5286 | 3590 | 1695 |
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 | -48422 | 444004 | -77208 | -53812 | -44167 | -25468 |
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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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