Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803352.0015 | 677510.7657 | 125841.2358 | 863303.9328 | 394744.3171 | 468559.6157 |
Total P&L (%) | 803.352 | 677.5108 | 125.8412 | 863.3039 | 394.7443 | 468.5596 |
Avg Daily Profit (%) | 0.5029 | 0.4242 | 0.0788 | 0.1419 | 0.1001 | 0.1089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211826 | -186498 | -74163 | -721333 | -530043 | -330706 |
Profit Factor | 2.1768 | 2.7326 | 1.4316 | 1.3046 | 1.2554 | 1.3636 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 51.0949 | 46.3768 | 55.8824 | 51.0949 | 46.3768 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0835 | 3.1596 | 1.1302 | 1.2487 | 1.4515 | 1.0765 |
Largest Winning Trade | 433717 | 433717 | 36491 | 433717 | 433717 | 211022 |
Largest Losing Trade | -42232 | -35509 | -42232 | -239335 | -187120 | -239335 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4540 | 1994 | 2546 | 4540 | 1994 | 2546 |
Profit Streak | 0 | 0 | 49.8732 | 0 | 0 | 49.8732 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549833 | -87921 | -194729 | -2556 | -162555 | -155037 |
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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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