Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842984.2525 | 687303.291 | 155680.9616 | 2286955.4541 | 653970.5837 | 1632984.8704 |
Total P&L (%) | 842.9843 | 687.3033 | 155.681 | 2286.9555 | 653.9706 | 1632.9849 |
Avg Daily Profit (%) | 0.4499 | 0.3668 | 0.0831 | 0.1695 | 0.1079 | 0.1524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102817 | -73002 | -57554 | -2033595 | -1652556 | -728024 |
Profit Factor | 2.6901 | 3.2842 | 1.7867 | 1.3778 | 1.1792 | 1.679 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 33.5714 | 27.1429 | 40 | 33.5714 | 27.1429 | 40 |
Ratio Avg Win / Avg Loss | 5.3229 | 8.8155 | 2.6801 | 2.7262 | 3.1653 | 2.5185 |
Largest Winning Trade | 573275 | 573275 | 46784 | 1589423 | 1589423 | 828250 |
Largest Losing Trade | -34126 | -34126 | -23880 | -399876 | -374645 | -399876 |
Avg Bars in Trades | 157 | 140 | 174 | 157 | 140 | 174 |
Avg Bars in Winners | 333 | 338 | 329 | 333 | 338 | 329 |
Avg Bars in Losers | 69 | 67 | 71 | 69 | 67 | 71 |
Bars Traded | 22094 | 9868 | 12226 | 22094 | 9868 | 12226 |
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 | 334356 | -99086 | -176974 | 123441 | -185635 | -87535 |
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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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