Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702595.6383 | 544248.9668 | 158346.6715 | 1730057.8619 | 1104884.6768 | 625173.185 |
Total P&L (%) | 702.5956 | 544.249 | 158.3467 | 1730.0579 | 1104.8847 | 625.1732 |
Avg Daily Profit (%) | 0.4342 | 0.3364 | 0.0979 | 0.1798 | 0.1539 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88071 | -122529 | -61996 | -2564192 | -1752582 | -1229295 |
Profit Factor | 2.0663 | 2.5397 | 1.5184 | 1.1744 | 1.1963 | 1.1456 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 41.791 | 43.2836 | 40.2985 | 41.791 | 43.2836 | 40.2985 |
Ratio Avg Win / Avg Loss | 2.878 | 3.3279 | 2.2495 | 1.6357 | 1.5675 | 1.6972 |
Largest Winning Trade | 248709 | 248709 | 60877 | 1868776 | 1868776 | 1231928 |
Largest Losing Trade | -36625 | -30042 | -36625 | -785906 | -785906 | -765911 |
Avg Bars in Trades | 139 | 123 | 156 | 139 | 123 | 156 |
Avg Bars in Winners | 229 | 213 | 246 | 229 | 213 | 246 |
Avg Bars in Losers | 75 | 54 | 95 | 75 | 54 | 95 |
Bars Traded | 18751 | 8279 | 10472 | 18751 | 8279 | 10472 |
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 | 400700 | -105524 | -180519 | -22597 | -115439 | -208993 |
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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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