Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783957.0083 | 669277.5918 | 114679.4165 | 1255119.3285 | 518446.1913 | 736673.1372 |
Total P&L (%) | 783.957 | 669.2776 | 114.6794 | 1255.1193 | 518.4462 | 736.6731 |
Avg Daily Profit (%) | 0.4204 | 0.3589 | 0.0615 | 0.1399 | 0.0978 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89494 | -58401 | -43768 | -2052778 | -1469799 | -960104 |
Profit Factor | 2.4977 | 3.655 | 1.4226 | 1.1443 | 1.1191 | 1.1696 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Profitability (%) | 35 | 35 | 35 | 35 | 35 | 35 |
Ratio Avg Win / Avg Loss | 4.6386 | 6.7879 | 2.642 | 2.1252 | 2.0784 | 2.1721 |
Largest Winning Trade | 593779 | 593779 | 59046 | 1380756 | 1380756 | 953305 |
Largest Losing Trade | -18596 | -13129 | -18596 | -341454 | -341454 | -290532 |
Avg Bars in Trades | 33 | 27 | 39 | 33 | 27 | 39 |
Avg Bars in Winners | 76 | 59 | 93 | 76 | 59 | 93 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5394 | 2230 | 3164 | 5394 | 2230 | 3164 |
Profit Streak | 3.811 | 0 | 17.811 | 3.811 | 0 | 17.811 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334526 | -8808 | -133586 | -71922 | -175440 | -97990 |
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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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