Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620675.8462 | 352416.7361 | 268259.1101 | 2045485.4512 | 3908.9798 | 2041576.4715 |
Total P&L (%) | 620.6758 | 352.4167 | 268.2591 | 2045.4855 | 3.909 | 2041.5765 |
Avg Daily Profit (%) | 0.3414 | 0.1939 | 0.1476 | 0.1688 | 0.0021 | 0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63012 | -69996 | -41465 | -1617396 | -1707612 | -962912 |
Profit Factor | 2.0295 | 1.9782 | 2.1055 | 1.2117 | 1.0007 | 1.4887 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 59 | 23 | 36 | 59 | 23 | 36 |
Losing Trades | 92 | 53 | 39 | 92 | 53 | 39 |
Profitability (%) | 39.0728 | 30.2632 | 48 | 39.0728 | 30.2632 | 48 |
Ratio Avg Win / Avg Loss | 3.1646 | 4.5586 | 2.2809 | 1.8894 | 2.306 | 1.6128 |
Largest Winning Trade | 276043 | 276043 | 58639 | 1073692 | 1073692 | 956092 |
Largest Losing Trade | -23288 | -23222 | -23288 | -538058 | -538058 | -519650 |
Avg Bars in Trades | 141 | 127 | 155 | 141 | 127 | 155 |
Avg Bars in Winners | 242 | 235 | 247 | 242 | 235 | 247 |
Avg Bars in Losers | 76 | 80 | 70 | 76 | 80 | 70 |
Bars Traded | 21355 | 9685 | 11671 | 21355 | 9685 | 11671 |
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 | 347239 | -45806 | -49777 | 178855 | -631537 | -47617 |
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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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