Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643341.8939 | 418930.8314 | 224411.0625 | 2719298.5486 | 1943531.8884 | 775766.6602 |
Total P&L (%) | 643.3419 | 418.9308 | 224.4111 | 2719.2985 | 1943.5319 | 775.7667 |
Avg Daily Profit (%) | 0.6289 | 0.4095 | 0.2194 | 0.3269 | 0.2954 | 0.2123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174524 | -99234 | -132818 | -842526 | -519451 | -323074 |
Profit Factor | 2.3383 | 2.8713 | 1.8737 | 2.4919 | 2.8834 | 1.981 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 62.6667 | 62.1622 | 63.1579 | 62.6667 | 62.1622 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.393 | 1.7477 | 1.093 | 1.4845 | 1.7551 | 1.1556 |
Largest Winning Trade | 213060 | 213060 | 48226 | 1073390 | 1073390 | 383590 |
Largest Losing Trade | -65303 | -33809 | -65303 | -519451 | -519451 | -246289 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 3008 | 1491 | 1517 | 3008 | 1491 | 1517 |
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 | -44312 | 593118 | 430226 | -46596 | 573839 | 450516 |
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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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