Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697173.3085 | 590658.6789 | 106514.6296 | 965393.6863 | 298892.4307 | 666501.2555 |
Total P&L (%) | 697.1733 | 590.6587 | 106.5146 | 965.3937 | 298.8924 | 666.5013 |
Avg Daily Profit (%) | 0.372 | 0.3151 | 0.0568 | 0.1263 | 0.0738 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50921 | -48105 | -32309 | -1061839 | -868947 | -464864 |
Profit Factor | 2.4365 | 3.0216 | 1.5514 | 1.1796 | 1.0912 | 1.3174 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 52.2059 | 51.4706 | 52.9412 | 52.2059 | 51.4706 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.2306 | 2.849 | 1.379 | 1.0799 | 1.0289 | 1.171 |
Largest Winning Trade | 521141 | 521141 | 57065 | 962248 | 962248 | 399987 |
Largest Losing Trade | -48105 | -48105 | -25392 | -493893 | -493893 | -406866 |
Avg Bars in Trades | 39 | 30 | 49 | 39 | 30 | 49 |
Avg Bars in Winners | 59 | 41 | 76 | 59 | 41 | 76 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 5413 | 2077 | 3336 | 5413 | 2077 | 3336 |
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 | 532661 | -94196 | -224214 | -46329 | -323504 | -156038 |
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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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