Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538218.5461 | 298025.8619 | 240192.6842 | 1482547.3751 | 114190.6009 | 1368356.7741 |
Total P&L (%) | 538.2185 | 298.0259 | 240.1927 | 1482.5474 | 114.1906 | 1368.3568 |
Avg Daily Profit (%) | 0.2982 | 0.1651 | 0.1331 | 0.1531 | 0.0422 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98026 | -115158 | -59709 | -2186999 | -1103645 | -1083354 |
Profit Factor | 1.7468 | 1.7628 | 1.7279 | 1.1918 | 1.0284 | 1.3688 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Profitability (%) | 41.1765 | 35.0649 | 47.3684 | 41.1765 | 35.0649 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.4955 | 3.2645 | 1.9198 | 1.7026 | 1.9045 | 1.5209 |
Largest Winning Trade | 117212 | 117212 | 66625 | 1013091 | 715147 | 1013091 |
Largest Losing Trade | -38618 | -31749 | -38618 | -414576 | -264281 | -414576 |
Avg Bars in Trades | 69 | 51 | 88 | 69 | 51 | 88 |
Avg Bars in Winners | 97 | 71 | 118 | 97 | 71 | 118 |
Avg Bars in Losers | 50 | 41 | 61 | 50 | 41 | 61 |
Bars Traded | 10706 | 3981 | 6725 | 10706 | 3981 | 6725 |
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 | 344121 | -37100 | -62584 | -3389 | -372450 | -42642 |
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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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