Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784881.3934 | 635360.7132 | 149520.6802 | 1134340.2175 | 318901.927 | 815438.2904 |
Total P&L (%) | 784.8814 | 635.3607 | 149.5207 | 1134.3402 | 318.9019 | 815.4383 |
Avg Daily Profit (%) | 0.4228 | 0.3422 | 0.0805 | 0.1355 | 0.0772 | 0.1193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106340 | -89271 | -93549 | -933847 | -554351 | -474645 |
Profit Factor | 2.0675 | 2.6324 | 1.4321 | 1.2727 | 1.1371 | 1.4449 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 53.1915 | 53.5211 | 52.8571 | 53.1915 | 53.5211 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.8194 | 2.286 | 1.2773 | 1.12 | 0.9875 | 1.2887 |
Largest Winning Trade | 511807 | 511807 | 61974 | 549038 | 549038 | 467755 |
Largest Losing Trade | -47064 | -46395 | -47064 | -434852 | -259931 | -434852 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 33 | 25 | 40 | 33 | 25 | 40 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 3586 | 1470 | 2116 | 3586 | 1470 | 2116 |
Profit Streak | 0 | 0 | 54.0026 | 0 | 0 | 54.0026 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537734 | -71672 | -176870 | -10794 | -247250 | -124640 |
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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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