Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551126.3761 | 325428.6177 | 225697.7584 | 2834202.8066 | 2567936.2711 | 266266.5356 |
Total P&L (%) | 551.1264 | 325.4286 | 225.6978 | 2834.2028 | 2567.9363 | 266.2665 |
Avg Daily Profit (%) | 0.3266 | 0.1928 | 0.1337 | 0.2004 | 0.1948 | 0.077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79803 | -98375 | -64106 | -3972123 | -1293134 | -3119938 |
Profit Factor | 1.9565 | 2.0382 | 1.859 | 1.2959 | 1.5949 | 1.0506 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 38 | 33.3333 | 42.6667 | 38 | 33.3333 | 42.6667 |
Ratio Avg Win / Avg Loss | 3.1921 | 4.0763 | 2.4981 | 2.1143 | 3.1899 | 1.4117 |
Largest Winning Trade | 109545 | 109545 | 51729 | 1231417 | 1231417 | 1107050 |
Largest Losing Trade | -23877 | -15149 | -23877 | -868071 | -768530 | -868071 |
Avg Bars in Trades | 66 | 60 | 73 | 66 | 60 | 73 |
Avg Bars in Winners | 123 | 119 | 127 | 123 | 119 | 127 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 10011 | 4535 | 5476 | 10011 | 4535 | 5476 |
Profit Streak | 0 | 46.8614 | 0 | 0 | 46.8614 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322384 | -51447 | -70777 | 191901 | -51890 | -314881 |
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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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