Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753761.7293 | 619668.3203 | 134093.4091 | 2422457.6508 | 1523433.9632 | 899023.6876 |
Total P&L (%) | 753.7617 | 619.6683 | 134.0934 | 2422.4577 | 1523.434 | 899.0237 |
Avg Daily Profit (%) | 0.3128 | 0.2571 | 0.0556 | 0.134 | 0.1157 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100945 | -79536 | -135829 | -1463320 | -1001075 | -820669 |
Profit Factor | 1.9225 | 2.599 | 1.3122 | 1.3347 | 1.4053 | 1.2584 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 56.8 | 56.4516 | 57.1429 | 56.8 | 56.4516 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4622 | 2.0049 | 0.9841 | 1.0151 | 1.0841 | 0.9438 |
Largest Winning Trade | 122005 | 122005 | 82707 | 914600 | 904706 | 914600 |
Largest Losing Trade | -61975 | -41565 | -61975 | -679350 | -631879 | -679350 |
Avg Bars in Trades | 37 | 26 | 47 | 37 | 26 | 47 |
Avg Bars in Winners | 45 | 29 | 61 | 45 | 29 | 61 |
Avg Bars in Losers | 26 | 23 | 28 | 26 | 23 | 28 |
Bars Traded | 4632 | 1657 | 2975 | 4632 | 1657 | 2975 |
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 | 459146 | -139584 | -265882 | -12182 | -190441 | -212583 |
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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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