Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569615.1517 | 434794.8116 | 134820.3401 | 1298638.8387 | 542123.1896 | 756515.6491 |
Total P&L (%) | 569.6152 | 434.7948 | 134.8203 | 1298.6388 | 542.1232 | 756.5156 |
Avg Daily Profit (%) | 0.2734 | 0.2087 | 0.0647 | 0.1267 | 0.0893 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86940 | -101879 | -106853 | -382964 | -278301 | -216585 |
Profit Factor | 2.2545 | 2.757 | 1.6526 | 1.7906 | 1.5281 | 2.2283 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 45.3333 | 39.4737 | 51.3514 | 45.3333 | 39.4737 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.7187 | 4.2274 | 1.5656 | 2.1593 | 2.343 | 2.111 |
Largest Winning Trade | 201901 | 201901 | 53384 | 446142 | 446142 | 433138 |
Largest Losing Trade | -34766 | -29972 | -34766 | -216585 | -166378 | -216585 |
Avg Bars in Trades | 328 | 285 | 372 | 328 | 285 | 372 |
Avg Bars in Winners | 488 | 448 | 520 | 488 | 448 | 520 |
Avg Bars in Losers | 194 | 178 | 215 | 194 | 178 | 215 |
Bars Traded | 24611 | 10841 | 13770 | 24611 | 10841 | 13770 |
Profit Streak | 0 | 0 | 88.7203 | 0 | 0 | 88.7203 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50135 | 319538 | -102250 | -83141 | -74813 | -49484 |
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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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