Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830219.6152 | 693929.0978 | 136290.5175 | 1386692.0281 | 185939.4317 | 1200752.5965 |
Total P&L (%) | 830.2196 | 693.9291 | 136.2905 | 1386.692 | 185.9394 | 1200.7526 |
Avg Daily Profit (%) | 0.3424 | 0.2862 | 0.0562 | 0.1114 | 0.0433 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103465 | -74185 | -134480 | -1784859 | -1550797 | -811767 |
Profit Factor | 2.0641 | 2.6661 | 1.3747 | 1.1631 | 1.0389 | 1.3224 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 37.3016 | 34.9206 | 39.6825 | 37.3016 | 34.9206 | 39.6825 |
Ratio Avg Win / Avg Loss | 3.4694 | 4.9686 | 2.0896 | 1.955 | 1.9362 | 2.01 |
Largest Winning Trade | 312647 | 312647 | 63835 | 976449 | 976449 | 914059 |
Largest Losing Trade | -38672 | -33864 | -38672 | -683738 | -475678 | -683738 |
Avg Bars in Trades | 114 | 104 | 123 | 114 | 104 | 123 |
Avg Bars in Winners | 193 | 179 | 205 | 193 | 179 | 205 |
Avg Bars in Losers | 67 | 64 | 70 | 67 | 64 | 70 |
Bars Traded | 14402 | 6592 | 7810 | 14402 | 6592 | 7810 |
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 | 308687 | -138962 | -267178 | -88512 | -464457 | -200874 |
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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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