Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553722.1573 | 409758.2835 | 143963.8738 | 225115.2678 | 22741.012 | 202374.2558 |
Total P&L (%) | 553.7222 | 409.7583 | 143.9639 | 225.1153 | 22.741 | 202.3743 |
Avg Daily Profit (%) | 0.306 | 0.2264 | 0.0796 | 0.0652 | 0.0113 | 0.0612 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144529 | -106342 | -73434 | -1461008 | -1035040 | -661737 |
Profit Factor | 1.917 | 2.3394 | 1.4833 | 1.0442 | 1.0093 | 1.0766 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 38.9313 | 33.3333 | 44.6154 | 38.9313 | 33.3333 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.0071 | 4.6788 | 1.8413 | 1.6379 | 2.0185 | 1.3364 |
Largest Winning Trade | 445850 | 445850 | 73279 | 522943 | 480410 | 522943 |
Largest Losing Trade | -52387 | -22844 | -52387 | -649981 | -222230 | -649981 |
Avg Bars in Trades | 80 | 50 | 111 | 80 | 50 | 111 |
Avg Bars in Winners | 150 | 93 | 193 | 150 | 93 | 193 |
Avg Bars in Losers | 36 | 28 | 45 | 36 | 28 | 45 |
Bars Traded | 10567 | 3321 | 7246 | 10567 | 3321 | 7246 |
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 | 310549 | -118637 | -218472 | -280689 | -522928 | -381609 |
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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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