Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618174.5253 | 490830.2822 | 127344.2431 | 2122713.3849 | 954167.6453 | 1168545.7396 |
Total P&L (%) | 618.1745 | 490.8303 | 127.3442 | 2122.7134 | 954.1676 | 1168.5457 |
Avg Daily Profit (%) | 0.2642 | 0.2098 | 0.0544 | 0.1326 | 0.1007 | 0.1086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80037 | -52292 | -107385 | -2501989 | -1598289 | -1415891 |
Profit Factor | 1.9736 | 2.6363 | 1.3802 | 1.2673 | 1.2255 | 1.315 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 40.3101 | 38.4615 | 42.1875 | 40.3101 | 38.4615 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.9224 | 4.2181 | 1.8913 | 1.8766 | 1.9607 | 1.8021 |
Largest Winning Trade | 225431 | 225431 | 70568 | 1568295 | 1568295 | 884197 |
Largest Losing Trade | -29784 | -20654 | -29784 | -822257 | -512190 | -822257 |
Avg Bars in Trades | 107 | 102 | 113 | 107 | 102 | 113 |
Avg Bars in Winners | 174 | 176 | 172 | 174 | 176 | 172 |
Avg Bars in Losers | 62 | 55 | 70 | 62 | 55 | 70 |
Bars Traded | 13894 | 6640 | 7254 | 13894 | 6640 | 7254 |
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 | 320736 | -123712 | -261051 | -17978 | -193811 | -188755 |
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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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