Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723032.4772 | 595834.3706 | 127198.1066 | 836222.5368 | 230862.083 | 605360.4538 |
Total P&L (%) | 723.0325 | 595.8344 | 127.1981 | 836.2225 | 230.8621 | 605.3605 |
Avg Daily Profit (%) | 0.3916 | 0.3227 | 0.0689 | 0.1212 | 0.0648 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71902 | -78412 | -86024 | -995492 | -880961 | -381490 |
Profit Factor | 2.1249 | 2.7926 | 1.4098 | 1.159 | 1.0803 | 1.254 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 73 | 29 | 44 | 73 | 29 | 44 |
Losing Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Profitability (%) | 43.1953 | 34.1176 | 52.381 | 43.1953 | 34.1176 | 52.381 |
Ratio Avg Win / Avg Loss | 2.7944 | 5.3927 | 1.2817 | 1.5242 | 2.0861 | 1.14 |
Largest Winning Trade | 518754 | 518754 | 65053 | 847371 | 847371 | 407976 |
Largest Losing Trade | -30207 | -17718 | -30207 | -257052 | -250065 | -257052 |
Avg Bars in Trades | 63 | 49 | 77 | 63 | 49 | 77 |
Avg Bars in Winners | 106 | 101 | 109 | 106 | 101 | 109 |
Avg Bars in Losers | 31 | 23 | 42 | 31 | 23 | 42 |
Bars Traded | 10736 | 4244 | 6492 | 10736 | 4244 | 6492 |
Profit Streak | 0 | 0 | 17.0498 | 0 | 0 | 17.0498 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430405 | 284875 | -99645 | -77042 | -243975 | -50886 |
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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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