Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810596.0303 | 649594.1638 | 161001.8665 | 2123748.2067 | 413277.312 | 1710470.8947 |
Total P&L (%) | 810.596 | 649.5942 | 161.0019 | 2123.7482 | 413.2773 | 1710.4709 |
Avg Daily Profit (%) | 0.439 | 0.3518 | 0.0872 | 0.1681 | 0.0886 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71081 | -66595 | -70419 | -1992106 | -1128108 | -1487600 |
Profit Factor | 2.4607 | 3.9885 | 1.477 | 1.2643 | 1.1124 | 1.3926 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Losing Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Profitability (%) | 48.8722 | 55.2239 | 42.4242 | 48.8722 | 55.2239 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.5743 | 3.234 | 2.0044 | 1.3227 | 0.9019 | 1.8899 |
Largest Winning Trade | 532995 | 532995 | 66322 | 760080 | 638283 | 760080 |
Largest Losing Trade | -40023 | -20751 | -40023 | -445665 | -445665 | -396584 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 74 | 52 | 102 | 74 | 52 | 102 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 7140 | 2993 | 4147 | 7140 | 2993 | 4147 |
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 | 528608 | -99614 | -201676 | 271622 | -289211 | -117973 |
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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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