Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630047.5357 | 462074.7808 | 167972.7549 | 748821.1346 | 414365.101 | 334456.0336 |
Total P&L (%) | 630.0475 | 462.0748 | 167.9728 | 748.8211 | 414.3651 | 334.456 |
Avg Daily Profit (%) | 0.3585 | 0.2629 | 0.0956 | 0.1218 | 0.0932 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99392 | -133541 | -35743 | -510623 | -458186 | -317460 |
Profit Factor | 1.8962 | 2.1423 | 1.5627 | 1.2226 | 1.2238 | 1.2211 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 54 | 18 | 36 | 54 | 18 | 36 |
Losing Trades | 87 | 53 | 34 | 87 | 53 | 34 |
Profitability (%) | 38.2979 | 25.3521 | 51.4286 | 38.2979 | 25.3521 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.055 | 6.308 | 1.4759 | 1.9697 | 3.6035 | 1.1532 |
Largest Winning Trade | 311769 | 311769 | 53535 | 450045 | 450045 | 437023 |
Largest Losing Trade | -22163 | -20932 | -22163 | -214871 | -153468 | -214871 |
Avg Bars in Trades | 146 | 122 | 171 | 146 | 122 | 171 |
Avg Bars in Winners | 278 | 291 | 272 | 278 | 291 | 272 |
Avg Bars in Losers | 65 | 65 | 64 | 65 | 65 | 64 |
Bars Traded | 20705 | 8709 | 11996 | 20705 | 8709 | 11996 |
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 | 317335 | -102987 | -157673 | -33487 | -182984 | -175708 |
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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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