Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719162.8984 | 631131.5598 | 88031.3386 | 926798.967 | 231654.3754 | 695144.5917 |
Total P&L (%) | 719.1629 | 631.1316 | 88.0313 | 926.799 | 231.6544 | 695.1446 |
Avg Daily Profit (%) | 0.3894 | 0.3417 | 0.0477 | 0.1262 | 0.0649 | 0.1123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84068 | -83107 | -93728 | -2098328 | -1880398 | -1032023 |
Profit Factor | 1.9527 | 2.759 | 1.2222 | 1.0791 | 1.0403 | 1.1165 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 37.931 | 34.2466 | 41.6667 | 37.931 | 34.2466 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.1952 | 5.2973 | 1.7111 | 1.7658 | 1.9974 | 1.5631 |
Largest Winning Trade | 410096 | 410096 | 59117 | 1064767 | 1064767 | 931446 |
Largest Losing Trade | -29532 | -19868 | -29532 | -465247 | -460249 | -465247 |
Avg Bars in Trades | 150 | 135 | 165 | 150 | 135 | 165 |
Avg Bars in Winners | 283 | 269 | 296 | 283 | 269 | 296 |
Avg Bars in Losers | 68 | 65 | 72 | 68 | 65 | 72 |
Bars Traded | 21800 | 9871 | 11929 | 21800 | 9871 | 11929 |
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 | 325986 | -63570 | -211238 | -160863 | -359403 | -216600 |
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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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