Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603317.7207 | 533513.2994 | 69804.4213 | 466674.3469 | 625285.9464 | -158611.5995 |
Total P&L (%) | 603.3177 | 533.5133 | 69.8044 | 466.6743 | 625.2859 | -158.6116 |
Avg Daily Profit (%) | 0.2638 | 0.2333 | 0.0305 | 0.0759 | 0.0867 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118233 | -148430 | -65947 | -770583 | -691800 | -401151 |
Profit Factor | 2.0582 | 2.7058 | 1.2712 | 1.1554 | 1.3913 | 0.8872 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 37.3333 | 36.8421 | 37.8378 | 37.3333 | 36.8421 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.4549 | 4.6385 | 2.0884 | 1.9393 | 2.385 | 1.4575 |
Largest Winning Trade | 307577 | 307577 | 55017 | 713058 | 713058 | 295498 |
Largest Losing Trade | -44791 | -44791 | -34513 | -323471 | -247864 | -323471 |
Avg Bars in Trades | 114 | 127 | 101 | 114 | 127 | 101 |
Avg Bars in Winners | 197 | 235 | 160 | 197 | 235 | 160 |
Avg Bars in Losers | 64 | 64 | 65 | 64 | 64 | 65 |
Bars Traded | 8585 | 4833 | 3752 | 8585 | 4833 | 3752 |
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 | -53707 | 301705 | -155823 | -206360 | -80162 | -583835 |
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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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