Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542103.6328 | 278031.7608 | 264071.872 | 1608176.5608 | 155249.3219 | 1452927.2389 |
Total P&L (%) | 542.1036 | 278.0318 | 264.0719 | 1608.1766 | 155.2493 | 1452.9272 |
Avg Daily Profit (%) | 0.3095 | 0.1587 | 0.1508 | 0.1622 | 0.0535 | 0.1567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103554 | -123953 | -45853 | -969016 | -680134 | -347538 |
Profit Factor | 2.2082 | 2.0019 | 2.5426 | 1.6823 | 1.1002 | 2.8005 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 51.3514 | 43.2432 | 59.4595 | 51.3514 | 43.2432 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.092 | 2.6275 | 1.7336 | 1.5938 | 1.444 | 1.9094 |
Largest Winning Trade | 137769 | 137769 | 71710 | 438910 | 438910 | 436502 |
Largest Losing Trade | -32939 | -32939 | -31885 | -321924 | -321924 | -206507 |
Avg Bars in Trades | 90 | 75 | 105 | 90 | 75 | 105 |
Avg Bars in Winners | 121 | 110 | 130 | 121 | 110 | 130 |
Avg Bars in Losers | 56 | 48 | 68 | 56 | 48 | 68 |
Bars Traded | 6672 | 2777 | 3895 | 6672 | 2777 | 3895 |
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 | -55426 | 304205 | 478058 | -57700 | -234423 | 512799 |
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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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