Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680655.1494 | 495007.1229 | 185648.0265 | 2035104.0832 | 57558.1772 | 1977545.906 |
Total P&L (%) | 680.6551 | 495.0071 | 185.648 | 2035.1041 | 57.5582 | 1977.5459 |
Avg Daily Profit (%) | 0.358 | 0.2603 | 0.0976 | 0.1611 | 0.0239 | 0.1597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98073 | -83904 | -118710 | -1603127 | -1860123 | -777960 |
Profit Factor | 1.9458 | 2.328 | 1.5352 | 1.2313 | 1.0106 | 1.5844 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 50.3268 | 48.0519 | 52.6316 | 50.3268 | 48.0519 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.9206 | 2.5167 | 1.3817 | 1.2153 | 1.0926 | 1.426 |
Largest Winning Trade | 228672 | 228672 | 60864 | 1248012 | 1248012 | 925030 |
Largest Losing Trade | -36138 | -36138 | -34386 | -1208253 | -1208253 | -479535 |
Avg Bars in Trades | 72 | 53 | 91 | 72 | 53 | 91 |
Avg Bars in Winners | 104 | 69 | 137 | 104 | 69 | 137 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 11073 | 4141 | 6932 | 11073 | 4141 | 6932 |
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 | 501405 | -30145 | -110213 | 295690 | -413300 | -39601 |
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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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