Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767430.9088 | 641077.6983 | 126353.2105 | 212458.1368 | 125476.0742 | 86982.0626 |
Total P&L (%) | 767.4309 | 641.0777 | 126.3532 | 212.4581 | 125.4761 | 86.9821 |
Avg Daily Profit (%) | 0.5212 | 0.4354 | 0.0858 | 0.0774 | 0.0552 | 0.0425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117898 | -125947 | -99502 | -1874034 | -1116711 | -1223603 |
Profit Factor | 1.7556 | 2.0934 | 1.2943 | 1.0228 | 1.0245 | 1.0208 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 72 | 27 | 45 | 72 | 27 | 45 |
Losing Trades | 144 | 81 | 63 | 144 | 81 | 63 |
Profitability (%) | 33.3333 | 25 | 41.6667 | 33.3333 | 25 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.5113 | 6.2802 | 1.8121 | 2.0457 | 3.0736 | 1.4291 |
Largest Winning Trade | 595176 | 595176 | 33903 | 1383738 | 1383738 | 343486 |
Largest Losing Trade | -33687 | -22026 | -33687 | -365202 | -225584 | -365202 |
Avg Bars in Trades | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Winners | 44 | 51 | 40 | 44 | 51 | 40 |
Avg Bars in Losers | 17 | 18 | 15 | 17 | 18 | 15 |
Bars Traded | 5698 | 2897 | 2801 | 5698 | 2897 | 2801 |
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 | 325381 | -15773 | -80463 | -288975 | -341415 | -337030 |
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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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