Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666877.4343 | 508929.871 | 157947.5633 | 909779.6129 | 609623.0324 | 300156.5805 |
Total P&L (%) | 666.8774 | 508.9299 | 157.9476 | 909.7796 | 609.623 | 300.1566 |
Avg Daily Profit (%) | 0.3825 | 0.2919 | 0.0906 | 0.1327 | 0.1125 | 0.0796 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203976 | -127977 | -162564 | -1335032 | -1001443 | -962226 |
Profit Factor | 1.7452 | 2.2638 | 1.3209 | 1.186 | 1.2836 | 1.1094 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 52.5547 | 46.3768 | 58.8235 | 52.5547 | 46.3768 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.5755 | 2.6175 | 0.9246 | 1.0707 | 1.4842 | 0.7766 |
Largest Winning Trade | 234768 | 234768 | 48482 | 416871 | 256539 | 416871 |
Largest Losing Trade | -54234 | -39443 | -54234 | -692479 | -417757 | -692479 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Losers | 37 | 38 | 37 | 37 | 38 | 37 |
Bars Traded | 5222 | 2613 | 2610 | 5222 | 2613 | 2610 |
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 | 489609 | -90234 | -181496 | -30682 | -145817 | -296546 |
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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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