Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817221.6434 | 670283.959 | 146937.6843 | 1534030.0038 | 120845.7818 | 1413184.222 |
Total P&L (%) | 817.2216 | 670.284 | 146.9377 | 1534.03 | 120.8458 | 1413.1842 |
Avg Daily Profit (%) | 0.4426 | 0.363 | 0.0796 | 0.1514 | 0.0429 | 0.1472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85205 | -65897 | -52648 | -3538533 | -2498983 | -1915004 |
Profit Factor | 2.3028 | 3.3336 | 1.4321 | 1.1022 | 1.0162 | 1.1869 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 47.4026 | 49.3506 | 45.4545 | 47.4026 | 49.3506 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5552 | 3.4213 | 1.7185 | 1.2229 | 1.043 | 1.4243 |
Largest Winning Trade | 552599 | 552599 | 66936 | 2462685 | 2462685 | 1189938 |
Largest Losing Trade | -25142 | -22520 | -25142 | -839861 | -698830 | -839861 |
Avg Bars in Trades | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Winners | 67 | 48 | 88 | 67 | 48 | 88 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7150 | 2948 | 4202 | 7150 | 2948 | 4202 |
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 | 514530 | -26405 | -128428 | -100738 | -380492 | -54720 |
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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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