Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466458.4954 | 383385.2932 | 83073.2021 | 448578.9419 | 311043.5222 | 137535.4197 |
Total P&L (%) | 466.4585 | 383.3853 | 83.0732 | 448.5789 | 311.0435 | 137.5354 |
Avg Daily Profit (%) | 0.2455 | 0.2018 | 0.0437 | 0.0896 | 0.0744 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106013 | -72083 | -132907 | -225707 | -158236 | -171161 |
Profit Factor | 1.5919 | 2.1827 | 1.1791 | 1.2853 | 1.4662 | 1.152 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 42.7419 | 41.9355 | 43.5484 | 42.7419 | 41.9355 | 43.5484 |
Ratio Avg Win / Avg Loss | 2.1326 | 3.0223 | 1.5284 | 1.7219 | 2.0302 | 1.4933 |
Largest Winning Trade | 128236 | 128236 | 47644 | 159810 | 115808 | 159810 |
Largest Losing Trade | -43301 | -30259 | -43301 | -108155 | -108155 | -90589 |
Avg Bars in Trades | 43 | 31 | 54 | 43 | 31 | 54 |
Avg Bars in Winners | 72 | 43 | 99 | 72 | 43 | 99 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 5365 | 1980 | 3385 | 5365 | 1980 | 3385 |
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 | 305830 | -145805 | -313903 | -74690 | -248957 | -342400 |
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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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