Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001242.2078 | 836260.0549 | 164982.153 | 1184349.9548 | 484583.284 | 699766.6708 |
Total P&L (%) | 1001.2422 | 836.2601 | 164.9822 | 1184.35 | 484.5833 | 699.7667 |
Avg Daily Profit (%) | 0.5422 | 0.4529 | 0.0893 | 0.1383 | 0.0957 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91005 | -110381 | -56738 | -1606164 | -660048 | -1059860 |
Profit Factor | 2.6942 | 3.6684 | 1.5943 | 1.2282 | 1.2026 | 1.2501 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 44.4444 | 38.8889 | 50 | 44.4444 | 38.8889 | 50 |
Ratio Avg Win / Avg Loss | 3.3677 | 5.7647 | 1.5943 | 1.5352 | 1.8897 | 1.2501 |
Largest Winning Trade | 807628 | 807628 | 35909 | 740671 | 740671 | 739351 |
Largest Losing Trade | -37231 | -27640 | -37231 | -700004 | -209434 | -700004 |
Avg Bars in Trades | 48 | 49 | 46 | 48 | 49 | 46 |
Avg Bars in Winners | 69 | 82 | 59 | 69 | 82 | 59 |
Avg Bars in Losers | 30 | 28 | 33 | 30 | 28 | 33 |
Bars Traded | 6939 | 3584 | 3355 | 6939 | 3584 | 3355 |
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 | 515638 | -66761 | -150138 | -8948 | -148424 | -121851 |
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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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