Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822755.1186 | 676674.9802 | 146080.1384 | 673070.4365 | 447574.1994 | 225496.237 |
Total P&L (%) | 822.7551 | 676.675 | 146.0801 | 673.0704 | 447.5742 | 225.4962 |
Avg Daily Profit (%) | 0.4396 | 0.3616 | 0.0781 | 0.1093 | 0.0909 | 0.0631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125995 | -57951 | -145911 | -417284 | -343242 | -352451 |
Profit Factor | 1.9347 | 2.3651 | 1.3799 | 1.335 | 1.3642 | 1.2891 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 62 | 24 | 38 | 62 | 24 | 38 |
Losing Trades | 70 | 42 | 28 | 70 | 42 | 28 |
Profitability (%) | 46.9697 | 36.3636 | 57.5758 | 46.9697 | 36.3636 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.1843 | 4.1389 | 1.0168 | 1.5073 | 2.3874 | 0.9498 |
Largest Winning Trade | 320417 | 320417 | 52454 | 567642 | 567642 | 167498 |
Largest Losing Trade | -48909 | -48909 | -47845 | -173711 | -173711 | -158343 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 74 | 95 | 61 | 74 | 95 | 61 |
Avg Bars in Losers | 38 | 39 | 36 | 38 | 39 | 36 |
Bars Traded | 7352 | 3981 | 3371 | 7352 | 3981 | 3371 |
Profit Streak | 0 | 0 | 122.884 | 0 | 0 | 122.884 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465528 | -115837 | -209973 | -46021 | -199786 | -232160 |
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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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