Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691254.1577 | 440395.4901 | 250858.6676 | 3307661.8931 | 825533.3706 | 2482128.5225 |
Total P&L (%) | 691.2542 | 440.3955 | 250.8587 | 3307.6619 | 825.5334 | 2482.1285 |
Avg Daily Profit (%) | 0.3951 | 0.2517 | 0.1434 | 0.2019 | 0.1273 | 0.186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80985 | -105044 | -30009 | -1147718 | -1044563 | -612805 |
Profit Factor | 2.4745 | 2.438 | 2.5435 | 1.6706 | 1.2434 | 2.6104 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 42.8571 | 30.7692 | 55.2632 | 42.8571 | 30.7692 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.2994 | 5.4854 | 2.059 | 2.2274 | 2.7977 | 2.1132 |
Largest Winning Trade | 188751 | 188751 | 60636 | 909568 | 909568 | 857081 |
Largest Losing Trade | -26036 | -25310 | -26036 | -672084 | -672084 | -481837 |
Avg Bars in Trades | 88 | 75 | 102 | 88 | 75 | 102 |
Avg Bars in Winners | 136 | 132 | 139 | 136 | 132 | 139 |
Avg Bars in Losers | 52 | 50 | 56 | 52 | 50 | 56 |
Bars Traded | 6838 | 2953 | 3884 | 6838 | 2953 | 3884 |
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 | -34634 | 189010 | 140233 | -37837 | -29327 | 489293 |
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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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