Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738981.6778 | 558641.909 | 180339.7688 | 1653067.333 | 1630001.7706 | 23065.5623 |
Total P&L (%) | 738.9817 | 558.6419 | 180.3398 | 1653.0673 | 1630.0018 | 23.0656 |
Avg Daily Profit (%) | 0.4591 | 0.3471 | 0.112 | 0.1781 | 0.1773 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155671 | -62746 | -111231 | -1385745 | -1129176 | -1143012 |
Profit Factor | 2.0919 | 2.6685 | 1.5274 | 1.237 | 1.4574 | 1.0068 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 60.4651 | 58.4615 | 62.5 | 60.4651 | 58.4615 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3678 | 1.896 | 0.9164 | 0.8088 | 1.0355 | 0.6041 |
Largest Winning Trade | 234361 | 234361 | 67578 | 1552110 | 1552110 | 725776 |
Largest Losing Trade | -80914 | -32440 | -80914 | -441021 | -427167 | -441021 |
Avg Bars in Trades | 23 | 13 | 33 | 23 | 13 | 33 |
Avg Bars in Winners | 27 | 13 | 39 | 27 | 13 | 39 |
Avg Bars in Losers | 17 | 12 | 23 | 17 | 12 | 23 |
Bars Traded | 3021 | 871 | 2150 | 3021 | 871 | 2150 |
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 | 543433 | -115920 | -181163 | 282928 | -121416 | -532773 |
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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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