Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 778145.2373 | 582082.5268 | 196062.7105 | 1105454.2656 | 978085.3749 | 127368.8907 |
Total P&L (%) | 778.1452 | 582.0825 | 196.0627 | 1105.4543 | 978.0854 | 127.3689 |
Avg Daily Profit (%) | 0.5272 | 0.3944 | 0.1328 | 0.1688 | 0.1612 | 0.0557 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152897 | -104801 | -97844 | -3634278 | -1692635 | -2263740 |
Profit Factor | 2.1006 | 2.669 | 1.5473 | 1.1137 | 1.2207 | 1.0241 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 55.7252 | 50 | 61.5385 | 55.7252 | 50 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.669 | 2.669 | 0.967 | 0.8849 | 1.2207 | 0.64 |
Largest Winning Trade | 433793 | 433793 | 65451 | 1435116 | 1435116 | 472023 |
Largest Losing Trade | -54832 | -34045 | -54832 | -2263740 | -698546 | -2263740 |
Avg Bars in Trades | 32 | 25 | 39 | 32 | 25 | 39 |
Avg Bars in Winners | 38 | 25 | 50 | 38 | 25 | 50 |
Avg Bars in Losers | 24 | 26 | 21 | 24 | 26 | 21 |
Bars Traded | 4256 | 1711 | 2545 | 4256 | 1711 | 2545 |
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 | 573048 | -109112 | -145950 | -88254 | -116596 | -444483 |
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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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