Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966462.6673 | 832684.1377 | 133778.5297 | 843289.985 | 131713.9212 | 711576.0639 |
Total P&L (%) | 966.4627 | 832.6841 | 133.7785 | 843.29 | 131.7139 | 711.5761 |
Avg Daily Profit (%) | 0.5234 | 0.451 | 0.0725 | 0.1216 | 0.0455 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102901 | -111773 | -47701 | -1849477 | -1101983 | -785270 |
Profit Factor | 2.7733 | 3.8152 | 1.5368 | 1.1459 | 1.0412 | 1.2754 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Profitability (%) | 35.0993 | 35.5263 | 34.6667 | 35.0993 | 35.5263 | 34.6667 |
Ratio Avg Win / Avg Loss | 5.128 | 6.9239 | 2.8963 | 2.1188 | 1.8896 | 2.4036 |
Largest Winning Trade | 813560 | 813560 | 51628 | 950924 | 849063 | 950924 |
Largest Losing Trade | -30835 | -30835 | -17060 | -312537 | -312537 | -206733 |
Avg Bars in Trades | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Winners | 101 | 78 | 126 | 101 | 78 | 126 |
Avg Bars in Losers | 17 | 19 | 15 | 17 | 19 | 15 |
Bars Traded | 7105 | 3072 | 4033 | 7105 | 3072 | 4033 |
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 | 399279 | -37978 | -156485 | -94181 | -361287 | -102988 |
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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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