Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682999.0071 | 575845.1725 | 107153.8346 | 820129.5077 | 336113.5309 | 484015.9768 |
Total P&L (%) | 682.999 | 575.8452 | 107.1538 | 820.1295 | 336.1135 | 484.016 |
Avg Daily Profit (%) | 0.3651 | 0.3079 | 0.0573 | 0.1187 | 0.0788 | 0.0944 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125391 | -71787 | -82818 | -430939 | -312063 | -263200 |
Profit Factor | 2.487 | 3.3866 | 1.4915 | 1.357 | 1.2806 | 1.4404 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 45.4545 | 38.4615 | 52.6316 | 45.4545 | 38.4615 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.9844 | 5.4185 | 1.3423 | 1.6284 | 2.0489 | 1.2963 |
Largest Winning Trade | 476313 | 476313 | 59349 | 367094 | 367094 | 227668 |
Largest Losing Trade | -45971 | -31536 | -45971 | -204190 | -122679 | -204190 |
Avg Bars in Trades | 93 | 85 | 101 | 93 | 85 | 101 |
Avg Bars in Winners | 144 | 146 | 142 | 144 | 146 | 142 |
Avg Bars in Losers | 51 | 47 | 55 | 51 | 47 | 55 |
Bars Traded | 7195 | 3339 | 3856 | 7195 | 3339 | 3856 |
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 | -33855 | 394887 | -114816 | -80598 | -91175 | -65655 |
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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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