Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692889.9005 | 553687.7629 | 139202.1376 | 2395802.1631 | 1453993.7727 | 941808.3904 |
Total P&L (%) | 692.8899 | 553.6878 | 139.2021 | 2395.8022 | 1453.9938 | 941.8084 |
Avg Daily Profit (%) | 0.3899 | 0.3116 | 0.0783 | 0.1812 | 0.1545 | 0.132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91515 | -46168 | -87189 | -3588707 | -1895064 | -1872302 |
Profit Factor | 2.3782 | 3.449 | 1.5032 | 1.2345 | 1.3127 | 1.1691 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 34.6939 | 32.4324 | 36.9863 | 34.6939 | 32.4324 | 36.9863 |
Ratio Avg Win / Avg Loss | 4.4766 | 7.1853 | 2.561 | 2.3237 | 2.7349 | 1.9919 |
Largest Winning Trade | 268969 | 268969 | 74922 | 2471639 | 1598062 | 2471639 |
Largest Losing Trade | -26451 | -11741 | -26451 | -691075 | -491048 | -691075 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 81 | 70 | 91 | 81 | 70 | 91 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 5136 | 2212 | 2924 | 5136 | 2212 | 2924 |
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 | 310596 | -55424 | -162942 | 111897 | -62090 | -126809 |
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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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