Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534025.7813 | 406263.1289 | 127762.6524 | 1400695.4988 | 861653.59 | 539041.9089 |
Total P&L (%) | 534.0258 | 406.2631 | 127.7627 | 1400.6955 | 861.6536 | 539.0419 |
Avg Daily Profit (%) | 0.2703 | 0.2056 | 0.0647 | 0.1372 | 0.1146 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79293 | -67410 | -130553 | -838576 | -874750 | -1073424 |
Profit Factor | 2.0738 | 2.7208 | 1.4891 | 1.3012 | 1.3574 | 1.2407 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 47.3684 | 54.0541 | 50.6667 | 47.3684 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.0192 | 3.0231 | 1.2657 | 1.2669 | 1.5082 | 1.0546 |
Largest Winning Trade | 132745 | 132745 | 77440 | 720802 | 575906 | 720802 |
Largest Losing Trade | -52212 | -29376 | -52212 | -433144 | -358017 | -433144 |
Avg Bars in Trades | 152 | 117 | 188 | 152 | 117 | 188 |
Avg Bars in Winners | 230 | 177 | 278 | 230 | 177 | 278 |
Avg Bars in Losers | 72 | 62 | 83 | 72 | 62 | 83 |
Bars Traded | 11442 | 4452 | 6989 | 11442 | 4452 | 6989 |
Profit Streak | 0 | 0 | 584.5651 | 0 | 0 | 584.5651 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48610 | 426591 | -103868 | -70602 | -39035 | -65965 |
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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) |
---|