Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641045.6281 | 592970.4496 | 48075.1786 | 374841.2632 | 280922.6151 | 93918.6481 |
Total P&L (%) | 641.0456 | 592.9705 | 48.0752 | 374.8413 | 280.9226 | 93.9186 |
Avg Daily Profit (%) | 0.3469 | 0.3209 | 0.026 | 0.0843 | 0.0724 | 0.0359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69190 | -88193 | -93426 | -789132 | -853297 | -702081 |
Profit Factor | 1.8646 | 2.6055 | 1.1292 | 1.0659 | 1.098 | 1.0333 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 38.0165 | 31.1475 | 45 | 38.0165 | 31.1475 | 45 |
Ratio Avg Win / Avg Loss | 3.0401 | 5.7595 | 1.3801 | 1.7379 | 2.4272 | 1.2629 |
Largest Winning Trade | 388726 | 388726 | 46630 | 728737 | 728737 | 385744 |
Largest Losing Trade | -28413 | -17975 | -28413 | -270027 | -165410 | -270027 |
Avg Bars in Trades | 89 | 88 | 89 | 89 | 88 | 89 |
Avg Bars in Winners | 151 | 165 | 141 | 151 | 165 | 141 |
Avg Bars in Losers | 50 | 53 | 47 | 50 | 53 | 47 |
Bars Traded | 10772 | 5398 | 5374 | 10772 | 5398 | 5374 |
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 | 305762 | -155249 | -409156 | -231595 | -377121 | -500044 |
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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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