Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748173.9273 | 565123.6424 | 183050.2849 | 891921.5721 | 184936.9815 | 706984.5906 |
Total P&L (%) | 748.1739 | 565.1236 | 183.0503 | 891.9216 | 184.937 | 706.9846 |
Avg Daily Profit (%) | 0.5064 | 0.3825 | 0.1239 | 0.1554 | 0.0709 | 0.1414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126347 | -129109 | -63038 | -3502567 | -3173825 | -1737850 |
Profit Factor | 1.8822 | 2.0976 | 1.5494 | 1.0595 | 1.0204 | 1.1192 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 46.4912 | 42.9825 | 50 | 46.4912 | 42.9825 | 50 |
Ratio Avg Win / Avg Loss | 2.1663 | 2.7825 | 1.5494 | 1.2194 | 1.3536 | 1.1192 |
Largest Winning Trade | 426454 | 426454 | 64046 | 2522146 | 2522146 | 1048904 |
Largest Losing Trade | -24518 | -21424 | -24518 | -745644 | -745644 | -591684 |
Avg Bars in Trades | 37 | 29 | 46 | 37 | 29 | 46 |
Avg Bars in Winners | 53 | 36 | 69 | 53 | 36 | 69 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 8660 | 3368 | 5292 | 8660 | 3368 | 5292 |
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 | 506086 | 391814 | -25149 | -147584 | -299043 | -93519 |
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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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