Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780797.7448 | 699402.9989 | 81394.7458 | 33165.0276 | 23115.9069 | 10049.1207 |
Total P&L (%) | 780.7977 | 699.403 | 81.3947 | 33.165 | 23.1159 | 10.0491 |
Avg Daily Profit (%) | 0.4032 | 0.3611 | 0.042 | 0.0148 | 0.0107 | 0.0049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172409 | -82667 | -161688 | -129192 | -99054 | -136503 |
Profit Factor | 1.9809 | 2.7396 | 1.2066 | 1.057 | 1.0846 | 1.0326 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 55.2846 | 48.3871 | 62.2951 | 55.2846 | 48.3871 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.6022 | 2.9222 | 0.7303 | 0.8549 | 1.1569 | 0.625 |
Largest Winning Trade | 596675 | 596675 | 59175 | 51653 | 51653 | 30609 |
Largest Losing Trade | -83776 | -32618 | -83776 | -84540 | -20445 | -84540 |
Avg Bars in Trades | 45 | 49 | 41 | 45 | 49 | 41 |
Avg Bars in Winners | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Losers | 37 | 48 | 22 | 37 | 48 | 22 |
Bars Traded | 5558 | 3050 | 2508 | 5558 | 3050 | 2508 |
Profit Streak | 0 | 0 | 28.9102 | 0 | 0 | 28.9102 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523758 | -140165 | -298468 | -334393 | -465535 | -696391 |
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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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