Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802799.3699 | 651457.4423 | 151341.9276 | 2906961.137 | 2041129.5655 | 865831.5716 |
Total P&L (%) | 802.7994 | 651.4574 | 151.3419 | 2906.9611 | 2041.1296 | 865.8316 |
Avg Daily Profit (%) | 0.3502 | 0.2842 | 0.066 | 0.1486 | 0.1337 | 0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130999 | -146593 | -58188 | -1254372 | -1437289 | -729580 |
Profit Factor | 2.5115 | 3.1292 | 1.6721 | 1.5715 | 1.6785 | 1.4167 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 42.4658 | 37.8378 | 47.2222 | 42.4658 | 37.8378 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.4026 | 5.1408 | 1.8688 | 2.1292 | 2.7575 | 1.5834 |
Largest Winning Trade | 283290 | 283290 | 50386 | 1196575 | 1196575 | 825958 |
Largest Losing Trade | -41426 | -41426 | -26852 | -605179 | -605179 | -425919 |
Avg Bars in Trades | 58 | 64 | 52 | 58 | 64 | 52 |
Avg Bars in Winners | 88 | 99 | 79 | 88 | 99 | 79 |
Avg Bars in Losers | 36 | 43 | 27 | 36 | 43 | 27 |
Bars Traded | 4275 | 2399 | 1876 | 4275 | 2399 | 1876 |
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 | -65098 | 360441 | -102699 | -70645 | -15615 | -59601 |
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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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