Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621556.7611 | 396388.4024 | 225168.3587 | 810509.2523 | 76983.4954 | 733525.7569 |
Total P&L (%) | 621.5568 | 396.3884 | 225.1684 | 810.5093 | 76.9835 | 733.5258 |
Avg Daily Profit (%) | 0.3444 | 0.2197 | 0.1248 | 0.1225 | 0.0316 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85426 | -87084 | -59782 | -1374867 | -744729 | -1169768 |
Profit Factor | 1.8968 | 2.0932 | 1.6813 | 1.1454 | 1.0292 | 1.2495 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 64 | 24 | 40 | 64 | 24 | 40 |
Losing Trades | 83 | 50 | 33 | 83 | 50 | 33 |
Profitability (%) | 43.5374 | 32.4324 | 54.7945 | 43.5374 | 32.4324 | 54.7945 |
Ratio Avg Win / Avg Loss | 2.4599 | 4.3608 | 1.387 | 1.4854 | 2.1442 | 1.0308 |
Largest Winning Trade | 328694 | 328694 | 68204 | 716768 | 457073 | 716768 |
Largest Losing Trade | -54762 | -23617 | -54762 | -689120 | -195548 | -689120 |
Avg Bars in Trades | 145 | 129 | 162 | 145 | 129 | 162 |
Avg Bars in Winners | 215 | 209 | 218 | 215 | 209 | 218 |
Avg Bars in Losers | 92 | 91 | 94 | 92 | 91 | 94 |
Bars Traded | 21431 | 9596 | 11835 | 21431 | 9596 | 11835 |
Profit Streak | 0 | 0 | 121.884 | 0 | 0 | 121.884 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386965 | -59520 | -94028 | -91823 | -409190 | -105512 |
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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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