Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055541.4376 | 970178.8082 | 85362.6293 | 412065.3471 | 149161.4389 | 262903.9082 |
Total P&L (%) | 1055.5414 | 970.1788 | 85.3626 | 412.0653 | 149.1614 | 262.9039 |
Avg Daily Profit (%) | 0.4437 | 0.4078 | 0.0359 | 0.0687 | 0.0384 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176921 | -118556 | -145469 | -644725 | -380985 | -311741 |
Profit Factor | 2.1583 | 3.2894 | 1.1751 | 1.1805 | 1.1267 | 1.2377 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 48.0315 | 46.875 | 49.2063 | 48.0315 | 46.875 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.3352 | 3.728 | 1.213 | 1.2772 | 1.2769 | 1.2776 |
Largest Winning Trade | 509020 | 509020 | 69884 | 314521 | 314521 | 233003 |
Largest Losing Trade | -71419 | -71419 | -59244 | -180573 | -180573 | -141554 |
Avg Bars in Trades | 108 | 108 | 108 | 108 | 108 | 108 |
Avg Bars in Winners | 151 | 158 | 145 | 151 | 158 | 145 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 13824 | 6973 | 6851 | 13824 | 6973 | 6851 |
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 | 496709 | -124293 | -319877 | -123695 | -363197 | -267830 |
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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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