Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524453.0656 | 433896.8574 | 90556.2082 | 626858.5541 | 239195.5782 | 387662.9758 |
Total P&L (%) | 524.4531 | 433.8969 | 90.5562 | 626.8586 | 239.1956 | 387.663 |
Avg Daily Profit (%) | 0.2962 | 0.2451 | 0.0511 | 0.1121 | 0.069 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69917 | -39941 | -81426 | -808167 | -511200 | -366745 |
Profit Factor | 2.0324 | 2.8137 | 1.3369 | 1.2628 | 1.1891 | 1.346 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 37.5 | 38.8889 | 36.1111 | 37.5 | 38.8889 | 36.1111 |
Ratio Avg Win / Avg Loss | 3.3874 | 4.4216 | 2.3654 | 2.1047 | 1.8686 | 2.3813 |
Largest Winning Trade | 196279 | 196279 | 76158 | 569424 | 505255 | 569424 |
Largest Losing Trade | -45641 | -24016 | -45641 | -269171 | -269171 | -156403 |
Avg Bars in Trades | 95 | 87 | 104 | 95 | 87 | 104 |
Avg Bars in Winners | 183 | 160 | 207 | 183 | 160 | 207 |
Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
Bars Traded | 6903 | 3135 | 3768 | 6903 | 3135 | 3768 |
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 | -75915 | 325934 | -128592 | -130597 | -116483 | -77357 |
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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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