Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407384.0818 | 237391.9941 | 169992.0876 | 1544412.0774 | 466538.7649 | 1077873.3125 |
Total P&L (%) | 407.3841 | 237.392 | 169.9921 | 1544.4121 | 466.5388 | 1077.8733 |
Avg Daily Profit (%) | 0.3325 | 0.1938 | 0.1387 | 0.2288 | 0.1417 | 0.2015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51290 | -43986 | -54525 | -487607 | -526303 | -177443 |
Profit Factor | 2.4296 | 2.4851 | 2.3587 | 1.9592 | 1.3974 | 3.4721 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 57.8125 | 59.375 | 56.25 | 57.8125 | 59.375 | 56.25 |
Ratio Avg Win / Avg Loss | 1.7729 | 1.7003 | 1.8345 | 1.4297 | 0.9561 | 2.7005 |
Largest Winning Trade | 101605 | 101605 | 35465 | 376164 | 376164 | 337694 |
Largest Losing Trade | -39188 | -39188 | -18549 | -487607 | -487607 | -97994 |
Avg Bars in Trades | 71 | 63 | 78 | 71 | 63 | 78 |
Avg Bars in Winners | 76 | 65 | 87 | 76 | 65 | 87 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 4544 | 2028 | 2516 | 4544 | 2028 | 2516 |
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 | -129104 | 485530 | -2548 | -131592 | -3740 | 556899 |
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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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