Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890486.3126 | 739119.87 | 151366.4427 | 2522945.1064 | 431100.1524 | 2091844.9539 |
Total P&L (%) | 890.4863 | 739.1199 | 151.3664 | 2522.9451 | 431.1002 | 2091.845 |
Avg Daily Profit (%) | 0.4808 | 0.3991 | 0.0817 | 0.1765 | 0.0902 | 0.1668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102520 | -57075 | -108733 | -1615181 | -1579014 | -1034303 |
Profit Factor | 2.2291 | 3.2265 | 1.3856 | 1.2184 | 1.0735 | 1.3679 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 41.4286 | 32.8571 | 50 | 41.4286 | 32.8571 | 50 |
Ratio Avg Win / Avg Loss | 3.1515 | 6.5933 | 1.3856 | 1.7226 | 2.1937 | 1.3679 |
Largest Winning Trade | 505058 | 505058 | 43432 | 1112301 | 1112301 | 626174 |
Largest Losing Trade | -35101 | -25940 | -35101 | -646868 | -493817 | -646868 |
Avg Bars in Trades | 157 | 146 | 167 | 157 | 146 | 167 |
Avg Bars in Winners | 259 | 269 | 252 | 259 | 269 | 252 |
Avg Bars in Losers | 84 | 85 | 83 | 84 | 85 | 83 |
Bars Traded | 21980 | 10241 | 11739 | 21980 | 10241 | 11739 |
Profit Streak | 0 | 0 | 142.3113 | 0 | 0 | 142.3113 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421819 | -85218 | -176309 | 200551 | -312235 | -84822 |
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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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