Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 652762.3432 | 594777.9433 | 57984.3999 | 80624.9255 | 25812.1198 | 54812.8057 |
Total P&L (%) | 652.7623 | 594.7779 | 57.9844 | 80.6249 | 25.8121 | 54.8128 |
Avg Daily Profit (%) | 0.3502 | 0.3191 | 0.0311 | 0.0317 | 0.0123 | 0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110916 | -122734 | -48617 | -521808 | -631105 | -199900 |
Profit Factor | 2.0785 | 2.6946 | 1.2281 | 1.0377 | 1.0194 | 1.0677 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 45.3333 | 36.8421 | 54.0541 | 45.3333 | 36.8421 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.5065 | 4.6193 | 1.0438 | 1.2513 | 1.7476 | 0.9075 |
Largest Winning Trade | 570915 | 570915 | 56917 | 589302 | 589302 | 164016 |
Largest Losing Trade | -50488 | -50488 | -38418 | -260438 | -260438 | -176681 |
Avg Bars in Trades | 95 | 103 | 86 | 95 | 103 | 86 |
Avg Bars in Winners | 123 | 146 | 106 | 123 | 146 | 106 |
Avg Bars in Losers | 71 | 78 | 62 | 71 | 78 | 62 |
Bars Traded | 7136 | 3929 | 3207 | 7136 | 3929 | 3207 |
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 | -49818 | 327336 | -151949 | -392657 | -383017 | -309764 |
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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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