Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332675.2928 | 287347.597 | 45327.6958 | 176604.3763 | 71441.0584 | 105163.3179 |
Total P&L (%) | 332.6753 | 287.3476 | 45.3277 | 176.6044 | 71.4411 | 105.1633 |
Avg Daily Profit (%) | 0.1773 | 0.1532 | 0.0242 | 0.0542 | 0.0287 | 0.0383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103910 | -67610 | -79179 | -907217 | -524414 | -567410 |
Profit Factor | 1.6884 | 2.2011 | 1.1857 | 1.0745 | 1.0563 | 1.0955 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 47.3684 | 42.1053 | 52.6316 | 47.3684 | 42.1053 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.876 | 3.0265 | 1.0672 | 1.1939 | 1.4525 | 0.986 |
Largest Winning Trade | 148083 | 148083 | 53419 | 434902 | 434902 | 238383 |
Largest Losing Trade | -53563 | -42247 | -53563 | -282349 | -160751 | -282349 |
Avg Bars in Trades | 70 | 55 | 86 | 70 | 55 | 86 |
Avg Bars in Winners | 104 | 75 | 127 | 104 | 75 | 127 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 5379 | 2094 | 3285 | 5379 | 2094 | 3285 |
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 | -44174 | 300670 | -178196 | -313815 | -316110 | -258507 |
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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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