Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755080.6411 | 556868.9411 | 198211.6999 | 1195035.9037 | 1039449.0895 | 155586.8142 |
Total P&L (%) | 755.0806 | 556.8689 | 198.2117 | 1195.0359 | 1039.4491 | 155.5868 |
Avg Daily Profit (%) | 0.5086 | 0.3751 | 0.1335 | 0.1727 | 0.164 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132008 | -90299 | -68291 | -4145557 | -3246305 | -2092543 |
Profit Factor | 2.0045 | 2.4247 | 1.5494 | 1.0791 | 1.1396 | 1.0203 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 57 | 19 | 38 | 57 | 19 | 38 |
Losing Trades | 121 | 70 | 51 | 121 | 70 | 51 |
Profitability (%) | 32.0225 | 21.3483 | 42.6966 | 32.0225 | 21.3483 | 42.6966 |
Ratio Avg Win / Avg Loss | 4.2553 | 8.9329 | 2.0794 | 2.2907 | 4.1987 | 1.3694 |
Largest Winning Trade | 357903 | 357903 | 64759 | 2729488 | 2729488 | 979810 |
Largest Losing Trade | -32417 | -15902 | -32417 | -894941 | -437897 | -894941 |
Avg Bars in Trades | 98 | 73 | 123 | 98 | 73 | 123 |
Avg Bars in Winners | 215 | 202 | 221 | 215 | 202 | 221 |
Avg Bars in Losers | 43 | 38 | 50 | 43 | 38 | 50 |
Bars Traded | 17550 | 6571 | 10979 | 17550 | 6571 | 10979 |
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 | 303307 | -32071 | -15235 | -130650 | -104306 | -309853 |
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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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