Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878151.2894 | 687833.2666 | 190318.0228 | 2681612.5408 | 312846.1208 | 2368766.42 |
Total P&L (%) | 878.1513 | 687.8333 | 190.318 | 2681.6125 | 312.8461 | 2368.7664 |
Avg Daily Profit (%) | 0.3735 | 0.2926 | 0.081 | 0.1416 | 0.0603 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151608 | -90168 | -168280 | -4798481 | -4615188 | -2898431 |
Profit Factor | 1.9823 | 2.4176 | 1.4656 | 1.1489 | 1.0307 | 1.303 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 41.6058 | 34.7826 | 48.5294 | 41.6058 | 34.7826 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.7822 | 4.533 | 1.5544 | 1.6125 | 1.9326 | 1.3819 |
Largest Winning Trade | 253376 | 253376 | 64719 | 2588936 | 2588936 | 1980546 |
Largest Losing Trade | -47311 | -35214 | -47311 | -1485323 | -1412830 | -1485323 |
Avg Bars in Trades | 101 | 98 | 104 | 101 | 98 | 104 |
Avg Bars in Winners | 168 | 173 | 165 | 168 | 173 | 165 |
Avg Bars in Losers | 53 | 58 | 47 | 53 | 58 | 47 |
Bars Traded | 13913 | 6790 | 7123 | 13913 | 6790 | 7123 |
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 | 373881 | -94440 | -192685 | -62176 | -405891 | -120340 |
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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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