Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 555770.8114 | 451969.9495 | 103800.8619 | 773601.9225 | 506061.9952 | 267539.9273 |
Total P&L (%) | 555.7708 | 451.97 | 103.8009 | 773.6019 | 506.062 | 267.5399 |
Avg Daily Profit (%) | 0.3118 | 0.2536 | 0.0582 | 0.1217 | 0.1011 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99028 | -56750 | -91611 | -1360708 | -950047 | -707786 |
Profit Factor | 2.2179 | 3.202 | 1.4134 | 1.195 | 1.2841 | 1.1225 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 43.8356 | 37.8378 | 50 | 43.8356 | 37.8378 | 50 |
Ratio Avg Win / Avg Loss | 2.8417 | 5.2604 | 1.4134 | 1.5311 | 2.1095 | 1.1225 |
Largest Winning Trade | 207661 | 207661 | 77668 | 922625 | 922625 | 837186 |
Largest Losing Trade | -46349 | -17390 | -46349 | -443814 | -270252 | -443814 |
Avg Bars in Trades | 94 | 84 | 104 | 94 | 84 | 104 |
Avg Bars in Winners | 167 | 158 | 175 | 167 | 158 | 175 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 6887 | 3132 | 3755 | 6887 | 3132 | 3755 |
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 | -65460 | 341080 | -114387 | -113714 | -61169 | -181239 |
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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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