Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670980.5774 | 584889.9693 | 86090.6081 | 387843.8469 | 18656.1297 | 369187.7172 |
Total P&L (%) | 670.9806 | 584.89 | 86.0906 | 387.8438 | 18.6561 | 369.1877 |
Avg Daily Profit (%) | 0.2681 | 0.2337 | 0.0344 | 0.0634 | 0.0068 | 0.0618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143112 | -123996 | -69356 | -924698 | -782650 | -507229 |
Profit Factor | 1.9891 | 2.7211 | 1.2543 | 1.1159 | 1.0104 | 1.2369 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 45.0704 | 45.0704 | 45.0704 | 45.0704 | 45.0704 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.4242 | 3.3163 | 1.5287 | 1.36 | 1.2315 | 1.5075 |
Largest Winning Trade | 503394 | 503394 | 63837 | 495707 | 495707 | 453086 |
Largest Losing Trade | -33900 | -31573 | -33900 | -308017 | -270627 | -308017 |
Avg Bars in Trades | 34 | 28 | 39 | 34 | 28 | 39 |
Avg Bars in Winners | 50 | 44 | 57 | 50 | 44 | 57 |
Avg Bars in Losers | 20 | 16 | 25 | 20 | 16 | 25 |
Bars Traded | 4858 | 2040 | 2818 | 4858 | 2040 | 2818 |
Profit Streak | 0 | 0 | 56.2581 | 0 | 0 | 56.2581 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390889 | -75079 | -233915 | -202885 | -489118 | -197502 |
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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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