Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825419.4954 | 607629.4409 | 217790.0544 | 1904946.0931 | 347690.8973 | 1557255.1959 |
Total P&L (%) | 825.4195 | 607.6294 | 217.7901 | 1904.9461 | 347.6909 | 1557.2552 |
Avg Daily Profit (%) | 0.5552 | 0.4087 | 0.1465 | 0.2019 | 0.1009 | 0.189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164346 | -182614 | -57270 | -1307226 | -1863520 | -633281 |
Profit Factor | 2.385 | 2.6222 | 1.9837 | 1.2932 | 1.0822 | 1.6871 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 59 | 22 | 37 | 59 | 22 | 37 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 40.6897 | 30.5556 | 50.6849 | 40.6897 | 30.5556 | 50.6849 |
Ratio Avg Win / Avg Loss | 3.4765 | 5.9596 | 1.9301 | 1.8849 | 2.4595 | 1.6415 |
Largest Winning Trade | 455237 | 455237 | 64641 | 1546179 | 1546179 | 639602 |
Largest Losing Trade | -29479 | -22231 | -29479 | -677892 | -677892 | -367329 |
Avg Bars in Trades | 120 | 138 | 102 | 120 | 138 | 102 |
Avg Bars in Winners | 174 | 213 | 151 | 174 | 213 | 151 |
Avg Bars in Losers | 82 | 105 | 51 | 82 | 105 | 51 |
Bars Traded | 17420 | 9949 | 7471 | 17420 | 9949 | 7471 |
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 | 445671 | -72197 | -65590 | 214913 | -274371 | -60728 |
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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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