Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945506.2777 | 742347.8786 | 203158.3991 | 3131284.9577 | 4490094.1186 | -1358809.161 |
Total P&L (%) | 945.5063 | 742.3479 | 203.1584 | 3131.285 | 4490.0941 | -1358.8092 |
Avg Daily Profit (%) | 0.396 | 0.3109 | 0.0851 | 0.1457 | 0.1604 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121433 | -67302 | -96839 | -9813614 | -2232773 | -11061981 |
Profit Factor | 2.0385 | 2.9131 | 1.3889 | 1.1033 | 1.4415 | 0.9325 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 56.6434 | 55.5556 | 57.7465 | 56.6434 | 55.5556 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.5604 | 2.3305 | 1.0163 | 0.8445 | 1.1532 | 0.6823 |
Largest Winning Trade | 175893 | 175893 | 75714 | 2547259 | 2547259 | 2049249 |
Largest Losing Trade | -68087 | -51073 | -68087 | -8319551 | -1817802 | -8319551 |
Avg Bars in Trades | 32 | 20 | 44 | 32 | 20 | 44 |
Avg Bars in Winners | 37 | 20 | 53 | 37 | 20 | 53 |
Avg Bars in Losers | 25 | 20 | 31 | 25 | 20 | 31 |
Bars Traded | 4595 | 1457 | 3138 | 4595 | 1457 | 3138 |
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 | 533787 | -63634 | -164398 | -105447 | -69534 | -666454 |
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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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