Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711271.2151 | 597509.9643 | 113761.2508 | 1126142.3226 | 408125.0444 | 718017.2782 |
Total P&L (%) | 711.2712 | 597.51 | 113.7613 | 1126.1423 | 408.125 | 718.0173 |
Avg Daily Profit (%) | 0.3801 | 0.3193 | 0.0608 | 0.134 | 0.0869 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114474 | -50270 | -82186 | -1088025 | -789386 | -572146 |
Profit Factor | 2.6193 | 3.61 | 1.5409 | 1.291 | 1.1966 | 1.4003 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 37.5 | 33.3333 | 41.6667 | 37.5 | 33.3333 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.3655 | 7.22 | 2.1573 | 2.1517 | 2.3932 | 1.9604 |
Largest Winning Trade | 462650 | 462650 | 59880 | 650363 | 542531 | 650363 |
Largest Losing Trade | -46220 | -28540 | -46220 | -315337 | -250939 | -315337 |
Avg Bars in Trades | 152 | 133 | 171 | 152 | 133 | 171 |
Avg Bars in Winners | 290 | 263 | 311 | 290 | 263 | 311 |
Avg Bars in Losers | 70 | 68 | 71 | 70 | 68 | 71 |
Bars Traded | 10982 | 4812 | 6170 | 10982 | 4812 | 6170 |
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 | -74066 | 336577 | -112326 | -101181 | -86592 | -43992 |
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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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