Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721529.472 | 469463.8341 | 252065.638 | 4235872.6967 | 1125106.4945 | 3110766.2022 |
Total P&L (%) | 721.5295 | 469.4638 | 252.0656 | 4235.8727 | 1125.1065 | 3110.7662 |
Avg Daily Profit (%) | 0.4131 | 0.2688 | 0.1443 | 0.216 | 0.1435 | 0.1988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92925 | -88597 | -67178 | -1405064 | -1663287 | -783773 |
Profit Factor | 2.004 | 2.0322 | 1.9553 | 1.4237 | 1.1824 | 1.8127 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 49.6183 | 42.4242 | 56.9231 | 49.6183 | 42.4242 | 56.9231 |
Ratio Avg Win / Avg Loss | 2.0348 | 2.758 | 1.4797 | 1.4456 | 1.6047 | 1.3718 |
Largest Winning Trade | 155012 | 155012 | 49253 | 1233302 | 1233302 | 917406 |
Largest Losing Trade | -33636 | -33636 | -26643 | -743942 | -632098 | -743942 |
Avg Bars in Trades | 78 | 83 | 72 | 78 | 83 | 72 |
Avg Bars in Winners | 100 | 110 | 93 | 100 | 110 | 93 |
Avg Bars in Losers | 56 | 64 | 45 | 56 | 64 | 45 |
Bars Traded | 10266 | 5527 | 4739 | 10266 | 5527 | 4739 |
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 | 499151 | -115333 | -128587 | 331680 | -147209 | -120427 |
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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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