Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499103.0708 | 392491.8473 | 106611.2234 | 630398.8592 | 347736.1336 | 282662.7256 |
Total P&L (%) | 499.1031 | 392.4918 | 106.6112 | 630.3989 | 347.7361 | 282.6627 |
Avg Daily Profit (%) | 0.2808 | 0.2208 | 0.06 | 0.1119 | 0.0844 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88291 | -56985 | -121238 | -266734 | -189474 | -198548 |
Profit Factor | 1.9993 | 2.7066 | 1.3956 | 1.5679 | 1.5954 | 1.5373 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 48.6842 | 47.3684 | 50 | 48.6842 | 47.3684 | 50 |
Ratio Avg Win / Avg Loss | 2.1073 | 3.0073 | 1.3956 | 1.6526 | 1.7727 | 1.5373 |
Largest Winning Trade | 174937 | 174937 | 74198 | 257794 | 113221 | 257794 |
Largest Losing Trade | -66488 | -24120 | -66488 | -130884 | -102531 | -130884 |
Avg Bars in Trades | 137 | 125 | 150 | 137 | 125 | 150 |
Avg Bars in Winners | 204 | 192 | 215 | 204 | 192 | 215 |
Avg Bars in Losers | 74 | 64 | 85 | 74 | 64 | 85 |
Bars Traded | 10464 | 4754 | 5710 | 10464 | 4754 | 5710 |
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 | -42178 | 430290 | -112146 | -94594 | -78313 | -89436 |
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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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