Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636762.8237 | 578703.6903 | 58059.1333 | 265197.2528 | 98021.6056 | 167175.6471 |
Total P&L (%) | 636.7628 | 578.7037 | 58.0591 | 265.1973 | 98.0216 | 167.1756 |
Avg Daily Profit (%) | 0.3412 | 0.31 | 0.0311 | 0.0694 | 0.0366 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107815 | -85054 | -83663 | -320130 | -176487 | -161075 |
Profit Factor | 1.9746 | 2.6001 | 1.1991 | 1.1695 | 1.1164 | 1.2314 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 41.9118 | 41.1765 | 42.6471 | 41.9118 | 41.1765 | 42.6471 |
Ratio Avg Win / Avg Loss | 2.7368 | 3.7144 | 1.6125 | 1.6209 | 1.5948 | 1.6561 |
Largest Winning Trade | 515945 | 515945 | 61691 | 180225 | 180225 | 141988 |
Largest Losing Trade | -38888 | -38888 | -31986 | -125948 | -68072 | -125948 |
Avg Bars in Trades | 162 | 141 | 183 | 162 | 141 | 183 |
Avg Bars in Winners | 255 | 211 | 298 | 255 | 211 | 298 |
Avg Bars in Losers | 95 | 91 | 98 | 95 | 91 | 98 |
Bars Traded | 22111 | 9602 | 12509 | 22111 | 9602 | 12509 |
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 | 367568 | -98952 | -264893 | -136020 | -348301 | -234128 |
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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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