Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731229.6177 | 615562.9457 | 115666.672 | 1142723.1457 | 308111.5856 | 834611.5601 |
Total P&L (%) | 731.2296 | 615.5629 | 115.6667 | 1142.7231 | 308.1116 | 834.6116 |
Avg Daily Profit (%) | 0.3925 | 0.3304 | 0.0621 | 0.1354 | 0.0755 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95529 | -65923 | -85171 | -2065599 | -1357911 | -769770 |
Profit Factor | 2.1804 | 2.9628 | 1.3782 | 1.1489 | 1.0807 | 1.2165 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 40.146 | 34.7826 | 45.5882 | 40.146 | 34.7826 | 45.5882 |
Ratio Avg Win / Avg Loss | 3.2508 | 5.5552 | 1.6449 | 1.7129 | 2.0262 | 1.4519 |
Largest Winning Trade | 458802 | 458802 | 56772 | 986217 | 986217 | 560402 |
Largest Losing Trade | -36526 | -36526 | -25026 | -427278 | -344590 | -427278 |
Avg Bars in Trades | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Winners | 87 | 81 | 91 | 87 | 81 | 91 |
Avg Bars in Losers | 30 | 27 | 33 | 30 | 27 | 33 |
Bars Traded | 7273 | 3175 | 4098 | 7273 | 3175 | 4098 |
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 | 373038 | -93065 | -219525 | -71042 | -330682 | -143939 |
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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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