Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321474.8024 | 1217879.6342 | 103595.1682 | 921956.1287 | 172981.018 | 748975.1107 |
Total P&L (%) | 1321.4748 | 1217.8796 | 103.5952 | 921.9561 | 172.981 | 748.9751 |
Avg Daily Profit (%) | 0.5613 | 0.5173 | 0.044 | 0.0988 | 0.0427 | 0.0909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121301 | -53375 | -114130 | -271425 | -282121 | -134920 |
Profit Factor | 3.4649 | 5.6791 | 1.3756 | 1.6798 | 1.1939 | 2.6144 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 46.3768 | 45.7143 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.0063 | 6.7439 | 1.5475 | 1.9423 | 1.4177 | 2.9412 |
Largest Winning Trade | 1130114 | 1130114 | 67429 | 349851 | 192359 | 349851 |
Largest Losing Trade | -51711 | -41128 | -51711 | -247144 | -247144 | -67858 |
Avg Bars in Trades | 95 | 85 | 106 | 95 | 85 | 106 |
Avg Bars in Winners | 135 | 118 | 152 | 135 | 118 | 152 |
Avg Bars in Losers | 61 | 57 | 66 | 61 | 57 | 66 |
Bars Traded | 6616 | 2985 | 3631 | 6616 | 2985 | 3631 |
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 | -89933 | 625185 | -133641 | -165196 | -144880 | -67379 |
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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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