Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304549.8586 | 228737.8696 | 75811.9889 | 103012.4613 | 41829.3838 | 61183.0774 |
Total P&L (%) | 304.5499 | 228.7379 | 75.812 | 103.0125 | 41.8294 | 61.1831 |
Avg Daily Profit (%) | 0.2131 | 0.1601 | 0.0531 | 0.0496 | 0.0245 | 0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91089 | -61537 | -66782 | -205183 | -149177 | -92003 |
Profit Factor | 1.5789 | 1.6971 | 1.383 | 1.1163 | 1.0745 | 1.189 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 49.3333 | 45.9459 | 52.6316 | 49.3333 | 45.9459 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6216 | 1.9966 | 1.2447 | 1.1465 | 1.2641 | 1.0701 |
Largest Winning Trade | 120926 | 120926 | 26513 | 145987 | 145987 | 42794 |
Largest Losing Trade | -40951 | -40951 | -36605 | -78316 | -78316 | -61305 |
Avg Bars in Trades | 223 | 257 | 190 | 223 | 257 | 190 |
Avg Bars in Winners | 245 | 244 | 246 | 245 | 244 | 246 |
Avg Bars in Losers | 201 | 267 | 128 | 201 | 267 | 128 |
Bars Traded | 16753 | 9511 | 7242 | 16753 | 9511 | 7242 |
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 | -50904 | 321278 | -121121 | -280816 | -302449 | -161114 |
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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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