Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612050.0398 | 484235.7814 | 127814.2585 | 1795610.0829 | 1032048.1978 | 763561.8851 |
Total P&L (%) | 612.05 | 484.2358 | 127.8143 | 1795.6101 | 1032.0482 | 763.5619 |
Avg Daily Profit (%) | 0.3455 | 0.2733 | 0.0721 | 0.1662 | 0.1371 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70909 | -40023 | -77899 | -885429 | -310901 | -656860 |
Profit Factor | 2.3897 | 3.7657 | 1.4817 | 1.6333 | 1.9244 | 1.4442 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 50.6667 | 48.6486 | 52.6316 | 50.6667 | 48.6486 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.3268 | 3.9749 | 1.3335 | 1.5903 | 2.0313 | 1.2998 |
Largest Winning Trade | 172248 | 172248 | 79042 | 642679 | 491231 | 642679 |
Largest Losing Trade | -55790 | -17905 | -55790 | -368628 | -304837 | -368628 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 103 | 93 | 112 | 103 | 93 | 112 |
Avg Bars in Losers | 32 | 27 | 38 | 32 | 27 | 38 |
Bars Traded | 5159 | 2206 | 2953 | 5159 | 2206 | 2953 |
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 | -47357 | 526229 | -95067 | -50349 | -6507 | -28722 |
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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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