Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 619931.3086 | 470926.7166 | 149004.592 | 1466973.2368 | 212760.3143 | 1254212.9225 |
Total P&L (%) | 619.9313 | 470.9267 | 149.0046 | 1466.9732 | 212.7603 | 1254.2129 |
Avg Daily Profit (%) | 0.321 | 0.2439 | 0.0772 | 0.1426 | 0.0591 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86374 | -92664 | -76665 | -1270367 | -1227836 | -580160 |
Profit Factor | 2.0863 | 2.5112 | 1.5752 | 1.3155 | 1.0732 | 1.7196 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.9459 | 40.5405 | 51.3514 | 45.9459 | 40.5405 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.4545 | 3.683 | 1.4923 | 1.5477 | 1.574 | 1.6291 |
Largest Winning Trade | 136303 | 136303 | 60560 | 791316 | 791316 | 593466 |
Largest Losing Trade | -38154 | -38154 | -26771 | -433568 | -433568 | -331340 |
Avg Bars in Trades | 49 | 27 | 71 | 49 | 27 | 71 |
Avg Bars in Winners | 78 | 36 | 112 | 78 | 36 | 112 |
Avg Bars in Losers | 24 | 20 | 29 | 24 | 20 | 29 |
Bars Traded | 3672 | 1013 | 2659 | 3672 | 1013 | 2659 |
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 | -57315 | 337944 | -87974 | -71315 | -256330 | -8900 |
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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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