Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394719.5686 | 262654.6983 | 132064.8703 | 339289.8481 | 29917.0167 | 309372.8314 |
Total P&L (%) | 394.7196 | 262.6547 | 132.0649 | 339.2898 | 29.917 | 309.3728 |
Avg Daily Profit (%) | 0.2669 | 0.1776 | 0.0893 | 0.1001 | 0.0177 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112480 | -80058 | -51574 | -1058552 | -813888 | -485583 |
Profit Factor | 1.9325 | 2.2767 | 1.6071 | 1.1335 | 1.0226 | 1.2546 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 44.5946 | 43.2432 | 45.9459 | 44.5946 | 43.2432 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.401 | 2.9882 | 1.8906 | 1.4083 | 1.3421 | 1.476 |
Largest Winning Trade | 201684 | 201684 | 74992 | 517964 | 504964 | 517964 |
Largest Losing Trade | -50761 | -28744 | -50761 | -272216 | -272216 | -221295 |
Avg Bars in Trades | 57 | 47 | 66 | 57 | 47 | 66 |
Avg Bars in Winners | 85 | 64 | 106 | 85 | 64 | 106 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 4240 | 1772 | 2468 | 4240 | 1772 | 2468 |
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 | -59016 | 329098 | -72278 | -203899 | -370670 | -67447 |
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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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