Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649173.8183 | 564230.6951 | 84943.1231 | 449654.7971 | 383932.9351 | 65721.862 |
Total P&L (%) | 649.1738 | 564.2307 | 84.9431 | 449.6548 | 383.9329 | 65.7219 |
Avg Daily Profit (%) | 0.4041 | 0.3512 | 0.0529 | 0.1061 | 0.0982 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99875 | -112005 | -50996 | -490147 | -468459 | -285071 |
Profit Factor | 1.989 | 2.5852 | 1.2827 | 1.1913 | 1.2794 | 1.0673 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 36.3636 | 31.9444 | 40.8451 | 36.3636 | 31.9444 | 40.8451 |
Ratio Avg Win / Avg Loss | 3.4807 | 5.5076 | 1.8577 | 2.0847 | 2.7257 | 1.5457 |
Largest Winning Trade | 323767 | 323767 | 66976 | 641091 | 641091 | 211906 |
Largest Losing Trade | -20181 | -17520 | -20181 | -131194 | -131194 | -117692 |
Avg Bars in Trades | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Winners | 45 | 36 | 52 | 45 | 36 | 52 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3028 | 1198 | 1830 | 3028 | 1198 | 1830 |
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 | 320915 | -71942 | -211457 | -64967 | -147008 | -386816 |
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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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