Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799242.5517 | 602338.0016 | 196904.5501 | 1150528.6292 | 1010789.5829 | 139739.0463 |
Total P&L (%) | 799.2426 | 602.338 | 196.9046 | 1150.5286 | 1010.7896 | 139.739 |
Avg Daily Profit (%) | 0.5383 | 0.4057 | 0.1326 | 0.1703 | 0.1623 | 0.0589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127255 | -99678 | -49445 | -4439849 | -3453973 | -1410922 |
Profit Factor | 2.1486 | 2.4963 | 1.6714 | 1.0911 | 1.1445 | 1.0248 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 81 | 48 | 33 | 81 | 48 | 33 |
Profitability (%) | 34.6774 | 22.5806 | 46.7742 | 34.6774 | 22.5806 | 46.7742 |
Ratio Avg Win / Avg Loss | 4.0474 | 8.5588 | 1.9019 | 2.0553 | 3.9241 | 1.1661 |
Largest Winning Trade | 366162 | 366162 | 67391 | 2829306 | 2829306 | 975358 |
Largest Losing Trade | -28036 | -21285 | -28036 | -1345748 | -1152547 | -1345748 |
Avg Bars in Trades | 70 | 56 | 84 | 70 | 56 | 84 |
Avg Bars in Winners | 129 | 127 | 129 | 129 | 127 | 129 |
Avg Bars in Losers | 39 | 36 | 44 | 39 | 36 | 44 |
Bars Traded | 8770 | 3522 | 5248 | 8770 | 3522 | 5248 |
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 | 337900 | -180382 | -168260 | -117053 | -247639 | -462957 |
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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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