Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563007.5292 | 421759.8128 | 141247.7163 | 2025388.461 | 1131488.9595 | 893899.5015 |
Total P&L (%) | 563.0075 | 421.7598 | 141.2477 | 2025.3885 | 1131.489 | 893.8995 |
Avg Daily Profit (%) | 0.2253 | 0.1688 | 0.0565 | 0.1224 | 0.1005 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68069 | -78288 | -77837 | -1464467 | -1062515 | -1318032 |
Profit Factor | 1.7986 | 2.2894 | 1.3738 | 1.2272 | 1.262 | 1.1945 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 42.6573 | 40.2778 | 45.0704 | 42.6573 | 40.2778 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.4178 | 3.3947 | 1.6743 | 1.6496 | 1.8712 | 1.4557 |
Largest Winning Trade | 119000 | 119000 | 53554 | 935119 | 935119 | 819642 |
Largest Losing Trade | -39352 | -22354 | -39352 | -862295 | -345935 | -862295 |
Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Winners | 167 | 169 | 166 | 167 | 169 | 166 |
Avg Bars in Losers | 55 | 55 | 55 | 55 | 55 | 55 |
Bars Traded | 14799 | 7295 | 7504 | 14799 | 7295 | 7504 |
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 | 330782 | -71526 | -204678 | -30947 | -140644 | -165312 |
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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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