Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571793.8028 | 498061.3435 | 73732.4593 | 386948.0465 | 252169.3354 | 134778.711 |
Total P&L (%) | 571.7938 | 498.0613 | 73.7325 | 386.948 | 252.1693 | 134.7787 |
Avg Daily Profit (%) | 0.3056 | 0.2662 | 0.0394 | 0.0846 | 0.0673 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79887 | -58880 | -62450 | -648784 | -498882 | -326326 |
Profit Factor | 2.0479 | 2.8021 | 1.2738 | 1.1169 | 1.1526 | 1.0813 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 37.594 | 31.3433 | 43.9394 | 37.594 | 31.3433 | 43.9394 |
Ratio Avg Win / Avg Loss | 3.3995 | 6.1378 | 1.6252 | 1.8541 | 2.5248 | 1.3796 |
Largest Winning Trade | 458302 | 458302 | 62549 | 429365 | 429365 | 255911 |
Largest Losing Trade | -40879 | -40879 | -22460 | -182537 | -159927 | -182537 |
Avg Bars in Trades | 80 | 62 | 99 | 80 | 62 | 99 |
Avg Bars in Winners | 147 | 123 | 165 | 147 | 123 | 165 |
Avg Bars in Losers | 40 | 34 | 48 | 40 | 34 | 48 |
Bars Traded | 10759 | 4167 | 6592 | 10759 | 4167 | 6592 |
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 | 300974 | -110678 | -266051 | -175241 | -278812 | -389862 |
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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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