Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098611.8022 | 978282.8919 | 120328.9103 | 726557.4531 | 634332.8864 | 92224.5668 |
Total P&L (%) | 1098.6118 | 978.2829 | 120.3289 | 726.5575 | 634.3329 | 92.2246 |
Avg Daily Profit (%) | 0.5946 | 0.5295 | 0.0651 | 0.1144 | 0.108 | 0.0354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147966 | -99778 | -66580 | -1020293 | -580622 | -442842 |
Profit Factor | 2.9122 | 4.5452 | 1.403 | 1.2199 | 1.4077 | 1.0528 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 30.4965 | 30.9859 | 30 | 30.4965 | 30.9859 | 30 |
Ratio Avg Win / Avg Loss | 6.6372 | 10.1234 | 3.2737 | 2.7803 | 3.1354 | 2.4564 |
Largest Winning Trade | 945417 | 945417 | 65367 | 945417 | 945417 | 528825 |
Largest Losing Trade | -35641 | -27004 | -35641 | -299493 | -208214 | -299493 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 88 | 67 | 111 | 88 | 67 | 111 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 5345 | 2250 | 3095 | 5345 | 2250 | 3095 |
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 | 351343 | -76037 | -206384 | -46392 | -140932 | -409253 |
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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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