Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356562.6603 | 110212.3406 | 246350.3198 | 923056.3333 | 177234.3671 | 745821.9662 |
Total P&L (%) | 356.5627 | 110.2123 | 246.3503 | 923.0563 | 177.2344 | 745.822 |
Avg Daily Profit (%) | 0.2411 | 0.0745 | 0.1666 | 0.1574 | 0.069 | 0.1445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69867 | -56638 | -51484 | -985239 | -446966 | -538272 |
Profit Factor | 2.0799 | 1.6195 | 2.6177 | 1.3235 | 1.1269 | 1.5117 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52 | 45.9459 | 57.8947 | 52 | 45.9459 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.9199 | 1.9053 | 1.9038 | 1.2216 | 1.3258 | 1.0994 |
Largest Winning Trade | 72286 | 72286 | 61894 | 742186 | 234281 | 742186 |
Largest Losing Trade | -29014 | -29014 | -24477 | -265922 | -265922 | -231168 |
Avg Bars in Trades | 56 | 44 | 69 | 56 | 44 | 69 |
Avg Bars in Winners | 70 | 50 | 86 | 70 | 50 | 86 |
Avg Bars in Losers | 41 | 38 | 46 | 41 | 38 | 46 |
Bars Traded | 4267 | 1628 | 2639 | 4267 | 1628 | 2639 |
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 | -49091 | -91931 | 481113 | -53117 | -183301 | 96882 |
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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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