Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494748.8274 | 423238.6768 | 71510.1506 | 80610.8251 | 54514.1813 | 26096.6438 |
Total P&L (%) | 494.7488 | 423.2387 | 71.5102 | 80.6108 | 54.5142 | 26.0966 |
Avg Daily Profit (%) | 0.2163 | 0.1851 | 0.0313 | 0.0259 | 0.019 | 0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136021 | -140089 | -105839 | -227228 | -216695 | -96573 |
Profit Factor | 1.8528 | 2.5166 | 1.2375 | 1.0959 | 1.1228 | 1.0658 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50 | 47.2222 | 52.7778 | 50 | 47.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.8528 | 2.8127 | 1.1072 | 1.0959 | 1.2549 | 0.9536 |
Largest Winning Trade | 281842 | 281842 | 50097 | 153185 | 153185 | 67853 |
Largest Losing Trade | -78218 | -35875 | -78218 | -89718 | -69080 | -89718 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 83 | 81 | 86 | 83 | 81 | 86 |
Avg Bars in Losers | 38 | 34 | 43 | 38 | 34 | 43 |
Bars Traded | 4409 | 2032 | 2377 | 4409 | 2032 | 2377 |
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 | -72500 | 403497 | -151055 | -357118 | -254975 | -332176 |
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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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