Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768715.1202 | 662610.6088 | 106104.5113 | 1574616.1051 | 262322.5196 | 1312293.5855 |
Total P&L (%) | 768.7151 | 662.6106 | 106.1045 | 1574.6161 | 262.3225 | 1312.2936 |
Avg Daily Profit (%) | 0.4139 | 0.3567 | 0.0571 | 0.1518 | 0.0693 | 0.1427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119206 | -90409 | -88063 | -2545077 | -1774530 | -1243683 |
Profit Factor | 2.1848 | 3.0695 | 1.3228 | 1.1598 | 1.0522 | 1.2719 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 43.75 | 34.375 | 53.125 | 43.75 | 34.375 | 53.125 |
Ratio Avg Win / Avg Loss | 2.809 | 5.86 | 1.1672 | 1.4912 | 2.0087 | 1.1223 |
Largest Winning Trade | 414608 | 414608 | 62140 | 1313726 | 802507 | 1313726 |
Largest Losing Trade | -27030 | -19027 | -27030 | -509226 | -473322 | -509226 |
Avg Bars in Trades | 171 | 157 | 184 | 171 | 157 | 184 |
Avg Bars in Winners | 260 | 258 | 261 | 260 | 258 | 261 |
Avg Bars in Losers | 101 | 104 | 97 | 101 | 104 | 97 |
Bars Traded | 21914 | 10077 | 11837 | 21914 | 10077 | 11837 |
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 | 429524 | -130292 | -255191 | -39214 | -407919 | -141047 |
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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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