Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547597.6586 | 462754.6738 | 84842.9847 | 918946.9496 | 567719.5556 | 351227.394 |
Total P&L (%) | 547.5977 | 462.7547 | 84.843 | 918.947 | 567.7196 | 351.2274 |
Avg Daily Profit (%) | 0.3072 | 0.2596 | 0.0476 | 0.1303 | 0.1066 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73345 | -52011 | -74595 | -723406 | -364053 | -359352 |
Profit Factor | 2.1558 | 3.3484 | 1.3066 | 1.4051 | 1.5321 | 1.2923 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 39.1892 | 43.2432 | 35.1351 | 39.1892 | 43.2432 | 35.1351 |
Ratio Avg Win / Avg Loss | 3.3452 | 4.3948 | 2.4122 | 2.1803 | 2.0109 | 2.3858 |
Largest Winning Trade | 194157 | 194157 | 79829 | 519804 | 406081 | 519804 |
Largest Losing Trade | -34496 | -22525 | -34496 | -209330 | -154769 | -209330 |
Avg Bars in Trades | 70 | 62 | 78 | 70 | 62 | 78 |
Avg Bars in Winners | 130 | 104 | 161 | 130 | 104 | 161 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 5201 | 2303 | 2898 | 5201 | 2303 | 2898 |
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 | -59927 | 428781 | -133889 | -89796 | -50311 | -84685 |
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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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