Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486630.5368 | 365338.7552 | 121291.7815 | 680096.9316 | 212642.3064 | 467454.6252 |
Total P&L (%) | 486.6305 | 365.3388 | 121.2918 | 680.0969 | 212.6423 | 467.4546 |
Avg Daily Profit (%) | 0.4672 | 0.3507 | 0.1164 | 0.1974 | 0.1095 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97082 | -91526 | -52879 | -1706989 | -1672841 | -864978 |
Profit Factor | 1.9641 | 2.2574 | 1.5663 | 1.1192 | 1.0654 | 1.1904 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 35.7143 | 30.1587 | 41.2698 | 35.7143 | 30.1587 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.5354 | 5.2276 | 2.2289 | 2.0146 | 2.4673 | 1.6941 |
Largest Winning Trade | 209529 | 209529 | 39570 | 1345828 | 1345828 | 388243 |
Largest Losing Trade | -16455 | -16455 | -14624 | -301969 | -301969 | -251311 |
Avg Bars in Trades | 194 | 171 | 218 | 194 | 171 | 218 |
Avg Bars in Winners | 354 | 334 | 369 | 354 | 334 | 369 |
Avg Bars in Losers | 105 | 101 | 111 | 105 | 101 | 111 |
Bars Traded | 24547 | 10807 | 13740 | 24547 | 10807 | 13740 |
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 | 302905 | -141468 | -185083 | -85500 | -348952 | -152974 |
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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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