Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536000.6003 | 417271.4118 | 118729.1885 | 1282862.8393 | 231775.9455 | 1051086.8939 |
Total P&L (%) | 536.0006 | 417.2714 | 118.7292 | 1282.8628 | 231.7759 | 1051.0869 |
Avg Daily Profit (%) | 0.2573 | 0.2003 | 0.057 | 0.1262 | 0.0576 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93088 | -59857 | -87267 | -2360242 | -1680022 | -1082639 |
Profit Factor | 1.879 | 2.2667 | 1.4235 | 1.1545 | 1.0486 | 1.2978 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 39.4161 | 36.2319 | 42.6471 | 39.4161 | 36.2319 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.8882 | 3.9894 | 1.9144 | 1.7746 | 1.8455 | 1.7454 |
Largest Winning Trade | 191585 | 191585 | 56242 | 1346810 | 1346810 | 693815 |
Largest Losing Trade | -22041 | -22041 | -21846 | -466170 | -356646 | -466170 |
Avg Bars in Trades | 179 | 170 | 189 | 179 | 170 | 189 |
Avg Bars in Winners | 309 | 323 | 297 | 309 | 323 | 297 |
Avg Bars in Losers | 95 | 82 | 108 | 95 | 82 | 108 |
Bars Traded | 24600 | 11738 | 12862 | 24600 | 11738 | 12862 |
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 | 300275 | -95373 | -227187 | -77354 | -389334 | -147062 |
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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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