Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581472.2356 | 475726.1249 | 105746.1107 | 487463.0737 | 484988.8018 | 2474.2719 |
Total P&L (%) | 581.4722 | 475.7261 | 105.7461 | 487.4631 | 484.9888 | 2.4743 |
Avg Daily Profit (%) | 0.3634 | 0.2973 | 0.0661 | 0.1107 | 0.1104 | 0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118453 | -89795 | -78273 | -1159414 | -909748 | -427483 |
Profit Factor | 2.317 | 3.2286 | 1.4637 | 1.1837 | 1.3713 | 1.0018 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 49.3151 | 48.6486 | 50 | 49.3151 | 48.6486 | 50 |
Ratio Avg Win / Avg Loss | 2.3813 | 3.4079 | 1.4637 | 1.2165 | 1.4475 | 1.0018 |
Largest Winning Trade | 309476 | 309476 | 61571 | 723380 | 723380 | 339806 |
Largest Losing Trade | -54062 | -32450 | -54062 | -427483 | -423728 | -427483 |
Avg Bars in Trades | 82 | 62 | 103 | 82 | 62 | 103 |
Avg Bars in Winners | 114 | 75 | 152 | 114 | 75 | 152 |
Avg Bars in Losers | 52 | 50 | 54 | 52 | 50 | 54 |
Bars Traded | 6050 | 2328 | 3722 | 6050 | 2328 | 3722 |
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 | -62698 | 507731 | -103616 | -140241 | -45546 | -575057 |
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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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