Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654716.5187 | 503635.3569 | 151081.1617 | 879881.3354 | 827528.2568 | 52353.0786 |
Total P&L (%) | 654.7165 | 503.6354 | 151.0812 | 879.8813 | 827.5283 | 52.3531 |
Avg Daily Profit (%) | 0.4068 | 0.3129 | 0.0939 | 0.1419 | 0.1385 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133072 | -114018 | -79889 | -3980025 | -2967009 | -1680809 |
Profit Factor | 1.7683 | 2.0738 | 1.3943 | 1.0888 | 1.1554 | 1.0114 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 50.365 | 49.635 | 51.0949 | 50.365 | 49.635 | 51.0949 |
Ratio Avg Win / Avg Loss | 1.7426 | 2.1043 | 1.3345 | 1.073 | 1.1724 | 0.9681 |
Largest Winning Trade | 278578 | 278578 | 50300 | 2188171 | 2188171 | 969507 |
Largest Losing Trade | -32867 | -20563 | -32867 | -523594 | -473923 | -523594 |
Avg Bars in Trades | 68 | 59 | 76 | 68 | 59 | 76 |
Avg Bars in Winners | 92 | 78 | 105 | 92 | 78 | 105 |
Avg Bars in Losers | 43 | 41 | 46 | 43 | 41 | 46 |
Bars Traded | 18724 | 8197 | 10527 | 18724 | 8197 | 10527 |
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 | 526994 | 454048 | -67038 | -124567 | -57640 | -368782 |
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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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