Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726380.1887 | 454037.4925 | 272342.6962 | 4754528.9575 | 965473.0313 | 3789055.9262 |
Total P&L (%) | 726.3802 | 454.0375 | 272.3427 | 4754.529 | 965.473 | 3789.0559 |
Avg Daily Profit (%) | 0.4139 | 0.2587 | 0.1552 | 0.2214 | 0.1349 | 0.2088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66928 | -104602 | -25481 | -1395578 | -2394722 | -845971 |
Profit Factor | 2.7293 | 2.5017 | 3.314 | 1.6727 | 1.1867 | 2.9983 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 45.2055 | 35.1351 | 55.5556 | 45.2055 | 35.1351 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.3083 | 4.6185 | 2.6512 | 2.0275 | 2.1908 | 2.3987 |
Largest Winning Trade | 201833 | 201833 | 58765 | 1534771 | 1534771 | 1193977 |
Largest Losing Trade | -28505 | -28505 | -19417 | -859251 | -859251 | -626216 |
Avg Bars in Trades | 281 | 241 | 322 | 281 | 241 | 322 |
Avg Bars in Winners | 436 | 453 | 425 | 436 | 453 | 425 |
Avg Bars in Losers | 152 | 125 | 193 | 152 | 125 | 193 |
Bars Traded | 20522 | 8919 | 11603 | 20522 | 8919 | 11603 |
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 | -63068 | 256168 | 514513 | -66752 | -32363 | 524078 |
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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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