Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479411.5699 | 376442.7315 | 102968.8384 | 626722.3195 | 500559.5836 | 126162.7358 |
Total P&L (%) | 479.4116 | 376.4427 | 102.9688 | 626.7223 | 500.5596 | 126.1627 |
Avg Daily Profit (%) | 0.1917 | 0.1505 | 0.0412 | 0.0793 | 0.0717 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150902 | -154921 | -77998 | -1204255 | -1135395 | -520680 |
Profit Factor | 1.8613 | 2.2815 | 1.3917 | 1.1917 | 1.2802 | 1.0851 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.1558 | 43.5897 | 44.7368 | 44.1558 | 43.5897 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.354 | 2.9525 | 1.7191 | 1.5071 | 1.6567 | 1.3404 |
Largest Winning Trade | 182373 | 182373 | 58257 | 584161 | 584161 | 364306 |
Largest Losing Trade | -31739 | -31739 | -31408 | -288070 | -288070 | -254113 |
Avg Bars in Trades | 91 | 84 | 99 | 91 | 84 | 99 |
Avg Bars in Winners | 122 | 112 | 132 | 122 | 112 | 132 |
Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
Bars Traded | 7047 | 3279 | 3768 | 7047 | 3279 | 3768 |
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 | -37467 | 326496 | -138190 | -143714 | -98181 | -278270 |
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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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