Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368981.4503 | 228740.5673 | 140240.8831 | 1255975.3167 | 1103762.4772 | 152212.8395 |
Total P&L (%) | 368.9815 | 228.7406 | 140.2409 | 1255.9753 | 1103.7625 | 152.2128 |
Avg Daily Profit (%) | 0.3542 | 0.2196 | 0.1346 | 0.2506 | 0.2391 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71761 | -36401 | -53197 | -1575483 | -490048 | -1148292 |
Profit Factor | 2.1765 | 2.4945 | 1.8733 | 1.3842 | 1.7759 | 1.0824 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 45.3237 | 42.029 | 48.5714 | 45.3237 | 42.029 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.6256 | 3.4407 | 1.9835 | 1.6699 | 2.4496 | 1.1461 |
Largest Winning Trade | 97388 | 97388 | 51849 | 583435 | 583435 | 365973 |
Largest Losing Trade | -16422 | -15772 | -16422 | -410037 | -220945 | -410037 |
Avg Bars in Trades | 175 | 147 | 202 | 175 | 147 | 202 |
Avg Bars in Winners | 268 | 217 | 312 | 268 | 217 | 312 |
Avg Bars in Losers | 97 | 96 | 98 | 97 | 96 | 98 |
Bars Traded | 24347 | 10161 | 14186 | 24347 | 10161 | 14186 |
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 | 418665 | -92514 | -104748 | 314262 | -93317 | -299189 |
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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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