Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626863.4025 | 479260.2353 | 147603.1672 | 2062143.9972 | 425302.3208 | 1636841.6763 |
Total P&L (%) | 626.8634 | 479.2602 | 147.6032 | 2062.144 | 425.3023 | 1636.8417 |
Avg Daily Profit (%) | 0.2506 | 0.1916 | 0.059 | 0.123 | 0.0663 | 0.1142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142185 | -138627 | -61632 | -4506789 | -4253866 | -1856680 |
Profit Factor | 1.8106 | 2.0366 | 1.4746 | 1.1233 | 1.0412 | 1.2552 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Profitability (%) | 42.4242 | 40.9639 | 43.9024 | 42.4242 | 40.9639 | 43.9024 |
Ratio Avg Win / Avg Loss | 2.4572 | 2.9351 | 1.8842 | 1.5245 | 1.5006 | 1.6039 |
Largest Winning Trade | 112697 | 112697 | 50046 | 1736770 | 1736770 | 1161585 |
Largest Losing Trade | -31309 | -29735 | -31309 | -1481255 | -1481255 | -1095912 |
Avg Bars in Trades | 44 | 49 | 39 | 44 | 49 | 39 |
Avg Bars in Winners | 71 | 82 | 59 | 71 | 82 | 59 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 7404 | 4126 | 3278 | 7404 | 4126 | 3278 |
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 | 353636 | 272668 | -118693 | -114319 | -282244 | -46043 |
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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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