Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851191.764 | 711604.3152 | 139587.4488 | 1899269.8112 | 575189.8961 | 1324079.9151 |
Total P&L (%) | 851.1918 | 711.6043 | 139.5874 | 1899.2698 | 575.1899 | 1324.0799 |
Avg Daily Profit (%) | 0.4537 | 0.3793 | 0.0744 | 0.1598 | 0.1019 | 0.1417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50703 | -39894 | -14796 | -1327477 | -1028807 | -342578 |
Profit Factor | 6.7727 | 8.3294 | 3.7718 | 1.6635 | 1.321 | 2.2369 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44 | 37.8378 | 50 | 44 | 37.8378 | 50 |
Ratio Avg Win / Avg Loss | 8.6198 | 13.6839 | 3.7718 | 2.1172 | 2.1702 | 2.2369 |
Largest Winning Trade | 717422 | 717422 | 71972 | 809094 | 809094 | 545987 |
Largest Losing Trade | -24864 | -24864 | -11060 | -251624 | -212136 | -251624 |
Avg Bars in Trades | 94 | 69 | 118 | 94 | 69 | 118 |
Avg Bars in Winners | 195 | 157 | 223 | 195 | 157 | 223 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 7082 | 2573 | 4509 | 7082 | 2573 | 4509 |
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 | -44876 | 481479 | -86689 | -52765 | -59983 | 28544 |
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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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