Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794218.7806 | 567868.362 | 226350.4187 | 2574569.9645 | 994983.9445 | 1579586.0199 |
Total P&L (%) | 794.2188 | 567.8684 | 226.3504 | 2574.57 | 994.9839 | 1579.586 |
Avg Daily Profit (%) | 0.4551 | 0.3254 | 0.1297 | 0.1885 | 0.1372 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77929 | -109018 | -36631 | -804567 | -722082 | -503551 |
Profit Factor | 2.3152 | 2.5795 | 1.9263 | 1.5952 | 1.3956 | 1.8727 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 41.9847 | 33.3333 | 50.7692 | 41.9847 | 33.3333 | 50.7692 |
Ratio Avg Win / Avg Loss | 3.1992 | 5.1591 | 1.8679 | 2.2043 | 2.7911 | 1.8159 |
Largest Winning Trade | 359278 | 359278 | 54351 | 645984 | 645984 | 523040 |
Largest Losing Trade | -58576 | -58576 | -20371 | -265839 | -265839 | -219194 |
Avg Bars in Trades | 156 | 134 | 179 | 156 | 134 | 179 |
Avg Bars in Winners | 281 | 253 | 300 | 281 | 253 | 300 |
Avg Bars in Losers | 66 | 74 | 54 | 66 | 74 | 54 |
Bars Traded | 20513 | 8850 | 11663 | 20513 | 8850 | 11663 |
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 | 426840 | -116911 | -147794 | 294067 | -138571 | -120314 |
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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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