Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1827708.8588 | 1736936.5175 | 90772.3413 | 465664.7496 | -561375.3703 | 1027040.1199 |
Total P&L (%) | 1827.7089 | 1736.9365 | 90.7723 | 465.6648 | -561.3754 | 1027.0401 |
Avg Daily Profit (%) | 1.0145 | 0.9642 | 0.0504 | 0.0962 | 0 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131462 | -104095 | -67814 | -1748368 | -1948776 | -772006 |
Profit Factor | 3.8612 | 6.3365 | 1.2897 | 1.0603 | 0.8767 | 1.3236 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 29.1667 | 26.3889 | 31.9444 | 29.1667 | 26.3889 | 31.9444 |
Ratio Avg Win / Avg Loss | 9.3773 | 17.6755 | 2.7477 | 2.575 | 2.4455 | 2.8198 |
Largest Winning Trade | 1804689 | 1804689 | 58148 | 1368077 | 1368077 | 656076 |
Largest Losing Trade | -39763 | -38930 | -39763 | -581683 | -581683 | -377001 |
Avg Bars in Trades | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Winners | 51 | 46 | 55 | 51 | 46 | 55 |
Avg Bars in Losers | 10 | 15 | 6 | 10 | 15 | 6 |
Bars Traded | 3283 | 1706 | 1577 | 3283 | 1706 | 1577 |
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 | 342732 | -81037 | -210693 | -228398 | -680873 | -97860 |
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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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