Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624025.7866 | 449594.9946 | 174430.792 | 1030768.6867 | 113269.9071 | 917498.7796 |
Total P&L (%) | 624.0258 | 449.595 | 174.4308 | 1030.7687 | 113.2699 | 917.4988 |
Avg Daily Profit (%) | 0.4238 | 0.3053 | 0.1185 | 0.1649 | 0.0514 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110658 | -117801 | -52770 | -2537927 | -1334424 | -1203502 |
Profit Factor | 2.2023 | 2.5049 | 1.7918 | 1.1988 | 1.038 | 1.4171 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 57 | 28 | 29 | 56 | 28 | 28 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 43.5115 | 42.4242 | 44.6154 | 42.7481 | 42.4242 | 43.0769 |
Ratio Avg Win / Avg Loss | 2.8591 | 3.3995 | 2.2244 | 1.5842 | 1.4086 | 1.822 |
Largest Winning Trade | 355540 | 355540 | 75783 | 1203423 | 736284 | 1203423 |
Largest Losing Trade | -22142 | -22142 | -18656 | -454135 | -454135 | -439115 |
Avg Bars in Trades | 65 | 45 | 84 | 65 | 45 | 84 |
Avg Bars in Winners | 108 | 68 | 146 | 110 | 68 | 151 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 8543 | 3020 | 5523 | 8543 | 3020 | 5523 |
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 | 430734 | -114108 | -165514 | 164202 | -430391 | -125063 |
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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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