Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571204.4689 | 451388.0911 | 119816.3779 | 1446303.892 | 640037.2823 | 806266.6097 |
Total P&L (%) | 571.2045 | 451.3881 | 119.8164 | 1446.3039 | 640.0373 | 806.2666 |
Avg Daily Profit (%) | 0.2742 | 0.2167 | 0.0575 | 0.1315 | 0.0961 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80171 | -44703 | -110502 | -1464706 | -740499 | -885665 |
Profit Factor | 1.983 | 2.5783 | 1.406 | 1.2774 | 1.2429 | 1.3125 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 46.9388 | 47.2973 | 46.5753 | 46.9388 | 47.2973 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.2416 | 2.873 | 1.6128 | 1.444 | 1.385 | 1.5056 |
Largest Winning Trade | 237366 | 237366 | 69023 | 804937 | 804937 | 738442 |
Largest Losing Trade | -33292 | -21344 | -33292 | -564093 | -282828 | -564093 |
Avg Bars in Trades | 167 | 151 | 183 | 167 | 151 | 183 |
Avg Bars in Winners | 242 | 212 | 273 | 242 | 212 | 273 |
Avg Bars in Losers | 100 | 96 | 105 | 100 | 96 | 105 |
Bars Traded | 24595 | 11176 | 13419 | 24595 | 11176 | 13419 |
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 | 418951 | -52829 | -187570 | -17869 | -130003 | -123266 |
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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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