Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 786963.7826 | 623755.3861 | 163208.3966 | 3761250.9464 | 1694117.7981 | 2067133.1483 |
Total P&L (%) | 786.9638 | 623.7554 | 163.2084 | 3761.2509 | 1694.1178 | 2067.1331 |
Avg Daily Profit (%) | 0.3983 | 0.3157 | 0.0826 | 0.1851 | 0.1462 | 0.1558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63942 | -83034 | -101681 | -1694856 | -1986776 | -1395426 |
Profit Factor | 2.1333 | 2.6732 | 1.5075 | 1.3734 | 1.3023 | 1.4626 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 36.5672 | 31.3433 | 41.791 | 36.5672 | 31.3433 | 41.791 |
Ratio Avg Win / Avg Loss | 3.7007 | 5.8556 | 2.0997 | 2.3825 | 2.8527 | 2.0373 |
Largest Winning Trade | 217480 | 217480 | 70387 | 1313784 | 1313784 | 1149149 |
Largest Losing Trade | -38525 | -24210 | -38525 | -643673 | -427804 | -643673 |
Avg Bars in Trades | 86 | 79 | 94 | 86 | 79 | 94 |
Avg Bars in Winners | 175 | 178 | 173 | 175 | 178 | 173 |
Avg Bars in Losers | 35 | 33 | 37 | 35 | 33 | 37 |
Bars Traded | 11624 | 5295 | 6329 | 11624 | 5295 | 6329 |
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 | 321153 | -110087 | -200367 | 168656 | -120440 | -110301 |
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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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