Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511317.7435 | 399589.2481 | 111728.4954 | 1854588.352 | 936868.4225 | 917719.9295 |
Total P&L (%) | 511.3177 | 399.5892 | 111.7285 | 1854.5884 | 936.8684 | 917.7199 |
Avg Daily Profit (%) | 0.2587 | 0.2021 | 0.0565 | 0.1505 | 0.1184 | 0.1174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73560 | -43348 | -160859 | -468014 | -203632 | -432109 |
Profit Factor | 2.4843 | 4.3501 | 1.4961 | 2.2926 | 2.7401 | 2.0238 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 47.8873 | 52.7778 | 42.8571 | 47.8873 | 52.7778 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7035 | 3.8922 | 1.9948 | 2.4948 | 2.4517 | 2.6983 |
Largest Winning Trade | 121793 | 121793 | 75957 | 418151 | 418151 | 401716 |
Largest Losing Trade | -25835 | -22819 | -25835 | -313098 | -140368 | -313098 |
Avg Bars in Trades | 107 | 95 | 120 | 107 | 95 | 120 |
Avg Bars in Winners | 175 | 141 | 217 | 175 | 141 | 217 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 7636 | 3426 | 4210 | 7636 | 3426 | 4210 |
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 | -78825 | 551367 | -117838 | -80119 | -28956 | -34743 |
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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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