Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742128.7658 | 603719.8614 | 138408.9045 | 707216.0627 | 645027.6832 | 62188.3795 |
Total P&L (%) | 742.1288 | 603.7199 | 138.4089 | 707.2161 | 645.0277 | 62.1884 |
Avg Daily Profit (%) | 0.4655 | 0.3787 | 0.0868 | 0.1311 | 0.1261 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83422 | -96400 | -87071 | -1202010 | -1035631 | -1034362 |
Profit Factor | 1.974 | 2.4081 | 1.4154 | 1.113 | 1.1908 | 1.0216 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 34.3949 | 27.8481 | 41.0256 | 34.3949 | 27.8481 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.7653 | 6.2391 | 2.0347 | 2.123 | 3.0854 | 1.4686 |
Largest Winning Trade | 385131 | 385131 | 54274 | 1330903 | 1330903 | 359580 |
Largest Losing Trade | -24163 | -19895 | -24163 | -436153 | -249944 | -436153 |
Avg Bars in Trades | 59 | 50 | 68 | 59 | 50 | 68 |
Avg Bars in Winners | 123 | 125 | 121 | 123 | 125 | 121 |
Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
Bars Traded | 9365 | 4004 | 5361 | 9365 | 4004 | 5361 |
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 | 317207 | -30067 | -113091 | -117934 | -78020 | -387575 |
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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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