Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768816.9642 | 656052.2073 | 112764.7569 | 1467342.5624 | 494279.3578 | 973063.2046 |
Total P&L (%) | 768.817 | 656.0522 | 112.7648 | 1467.3426 | 494.2794 | 973.0632 |
Avg Daily Profit (%) | 0.4128 | 0.3523 | 0.0606 | 0.1479 | 0.0957 | 0.1275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75606 | -65129 | -104692 | -1731824 | -1509778 | -1117882 |
Profit Factor | 2.0725 | 3.0237 | 1.2872 | 1.1265 | 1.0892 | 1.1608 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 35.9712 | 30.4348 | 41.4286 | 35.9712 | 30.4348 | 41.4286 |
Ratio Avg Win / Avg Loss | 3.689 | 6.9113 | 1.8198 | 2.0052 | 2.4895 | 1.6411 |
Largest Winning Trade | 420105 | 420105 | 59672 | 905668 | 905668 | 651791 |
Largest Losing Trade | -26536 | -18012 | -26536 | -478242 | -441618 | -478242 |
Avg Bars in Trades | 79 | 73 | 85 | 79 | 73 | 85 |
Avg Bars in Winners | 150 | 150 | 149 | 150 | 150 | 149 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 11051 | 5046 | 6005 | 11051 | 5046 | 6005 |
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 | 313534 | -94451 | -208747 | -80525 | -296044 | -162745 |
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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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