Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756445.1827 | 577161.0032 | 179284.1795 | 932588.9657 | 1017371.3153 | -84782.3496 |
Total P&L (%) | 756.4452 | 577.161 | 179.2842 | 932.589 | 1017.3713 | -84.7824 |
Avg Daily Profit (%) | 0.5137 | 0.392 | 0.1218 | 0.1587 | 0.164 | -0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120207 | -94214 | -52367 | -2457397 | -2073842 | -1054525 |
Profit Factor | 2.08 | 2.4225 | 1.6084 | 1.1165 | 1.2162 | 0.9743 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 36.9231 | 27.6923 | 46.1538 | 36.9231 | 27.6923 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.5533 | 6.3254 | 1.8764 | 1.9074 | 3.1757 | 1.1367 |
Largest Winning Trade | 349966 | 349966 | 70779 | 2102335 | 2102335 | 553435 |
Largest Losing Trade | -29978 | -23182 | -29978 | -686069 | -686069 | -539165 |
Avg Bars in Trades | 44 | 35 | 54 | 44 | 35 | 54 |
Avg Bars in Winners | 75 | 66 | 80 | 75 | 66 | 80 |
Avg Bars in Losers | 26 | 22 | 32 | 26 | 22 | 32 |
Bars Traded | 5826 | 2275 | 3551 | 5826 | 2275 | 3551 |
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 | 357577 | -135612 | -160875 | -88285 | -141493 | -712565 |
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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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