Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726773.8527 | 563641.2945 | 163132.5583 | 2181713.6954 | 260909.0695 | 1920804.6258 |
Total P&L (%) | 726.7739 | 563.6413 | 163.1326 | 2181.7137 | 260.9091 | 1920.8046 |
Avg Daily Profit (%) | 0.3489 | 0.2705 | 0.0783 | 0.1502 | 0.0616 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120747 | -68413 | -197865 | -1230726 | -1437048 | -590849 |
Profit Factor | 1.8845 | 2.5184 | 1.3621 | 1.4792 | 1.1 | 1.9875 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 40.411 | 35.6164 | 45.2055 | 40.411 | 35.6164 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.7789 | 4.5526 | 1.6511 | 2.1812 | 1.9885 | 2.4091 |
Largest Winning Trade | 255130 | 255130 | 67776 | 1049860 | 1049860 | 774861 |
Largest Losing Trade | -38426 | -20361 | -38426 | -451871 | -451871 | -314905 |
Avg Bars in Trades | 167 | 140 | 195 | 167 | 140 | 195 |
Avg Bars in Winners | 295 | 249 | 332 | 295 | 249 | 332 |
Avg Bars in Losers | 81 | 80 | 82 | 81 | 80 | 82 |
Bars Traded | 24508 | 10249 | 14259 | 24508 | 10249 | 14259 |
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 | 343604 | -64110 | -160648 | 236143 | -297559 | -69908 |
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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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