Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769746.3801 | 661774.2576 | 107972.1225 | 471342.9641 | 126565.9162 | 344777.0478 |
Total P&L (%) | 769.7464 | 661.7743 | 107.9721 | 471.343 | 126.5659 | 344.777 |
Avg Daily Profit (%) | 0.4156 | 0.3573 | 0.0583 | 0.0941 | 0.0442 | 0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101272 | -95696 | -58215 | -1014587 | -885619 | -444913 |
Profit Factor | 2.1391 | 2.825 | 1.3448 | 1.1001 | 1.049 | 1.162 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 35.3383 | 29.8507 | 40.9091 | 35.3383 | 29.8507 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.9141 | 6.6388 | 1.9425 | 2.0129 | 2.4652 | 1.6784 |
Largest Winning Trade | 612285 | 612285 | 66163 | 802383 | 802383 | 487838 |
Largest Losing Trade | -26954 | -26954 | -17309 | -200561 | -174543 | -200561 |
Avg Bars in Trades | 40 | 34 | 46 | 40 | 34 | 46 |
Avg Bars in Winners | 83 | 77 | 86 | 83 | 77 | 86 |
Avg Bars in Losers | 17 | 16 | 18 | 17 | 16 | 18 |
Bars Traded | 5373 | 2322 | 3051 | 5373 | 2322 | 3051 |
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 | 309578 | -110619 | -241611 | -182000 | -424822 | -254547 |
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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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