Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529823.6789 | 399206.9281 | 130616.7508 | 874665.9974 | 634119.3315 | 240546.6659 |
Total P&L (%) | 529.8237 | 399.2069 | 130.6168 | 874.666 | 634.1193 | 240.5467 |
Avg Daily Profit (%) | 0.3323 | 0.2504 | 0.0819 | 0.1429 | 0.1251 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173137 | -96781 | -126000 | -431887 | -413790 | -390629 |
Profit Factor | 1.6829 | 2.0999 | 1.3163 | 1.3435 | 1.5161 | 1.1826 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 44.4444 | 39.6825 | 49.2063 | 44.4444 | 39.6825 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.1036 | 3.1918 | 1.3588 | 1.6794 | 2.3044 | 1.2208 |
Largest Winning Trade | 125569 | 125569 | 55738 | 238177 | 222580 | 238177 |
Largest Losing Trade | -41303 | -22282 | -41303 | -157281 | -140386 | -157281 |
Avg Bars in Trades | 49 | 35 | 62 | 49 | 35 | 62 |
Avg Bars in Winners | 83 | 56 | 105 | 83 | 56 | 105 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 6222 | 2261 | 3961 | 6222 | 2261 | 3961 |
Profit Streak | 0 | 0 | 137.17 | 0 | 0 | 137.17 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379105 | -138925 | -228988 | -2191 | -174016 | -255553 |
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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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