Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098848.6058 | 995486.069 | 103362.5368 | 960293.2069 | 830829.1969 | 129464.01 |
Total P&L (%) | 1098.8486 | 995.4861 | 103.3625 | 960.2932 | 830.8292 | 129.464 |
Avg Daily Profit (%) | 0.473 | 0.4285 | 0.0445 | 0.1017 | 0.0961 | 0.0358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137849 | -96753 | -176678 | -3048836 | -2629346 | -1417462 |
Profit Factor | 2.0497 | 2.9316 | 1.1945 | 1.0886 | 1.1463 | 1.0251 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 35.7143 | 31.4286 | 40 | 35.7143 | 31.4286 | 40 |
Ratio Avg Win / Avg Loss | 3.6895 | 6.3963 | 1.7918 | 1.9594 | 2.501 | 1.5376 |
Largest Winning Trade | 417278 | 417278 | 82768 | 1984123 | 1984123 | 1092301 |
Largest Losing Trade | -42231 | -42231 | -41502 | -806349 | -580660 | -806349 |
Avg Bars in Trades | 49 | 45 | 53 | 49 | 45 | 53 |
Avg Bars in Winners | 97 | 89 | 103 | 97 | 89 | 103 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 6925 | 3168 | 3758 | 6925 | 3168 | 3758 |
Profit Streak | 0 | 0 | 29.7119 | 0 | 0 | 29.7119 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326975 | -86091 | -236749 | -183970 | -224473 | -434759 |
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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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