Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722913.8872 | 440546.6222 | 282367.265 | 3005527.6457 | 40255.8924 | 2965271.7533 |
Total P&L (%) | 722.9139 | 440.5466 | 282.3673 | 3005.5276 | 40.2559 | 2965.2718 |
Avg Daily Profit (%) | 0.3976 | 0.2423 | 0.1553 | 0.1891 | 0.0186 | 0.1884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67582 | -59325 | -49581 | -1358848 | -1521904 | -962285 |
Profit Factor | 2.1846 | 2.2112 | 2.1453 | 1.315 | 1.0074 | 1.7275 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 37.8788 | 28.7879 | 46.9697 | 37.8788 | 28.7879 | 46.9697 |
Ratio Avg Win / Avg Loss | 3.5827 | 5.4699 | 2.4221 | 2.1565 | 2.4919 | 1.9504 |
Largest Winning Trade | 318744 | 318744 | 71425 | 1343813 | 1343813 | 968727 |
Largest Losing Trade | -49581 | -26245 | -49581 | -962285 | -357409 | -962285 |
Avg Bars in Trades | 80 | 69 | 91 | 80 | 69 | 91 |
Avg Bars in Winners | 139 | 132 | 143 | 139 | 132 | 143 |
Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
Bars Traded | 10646 | 4611 | 6035 | 10646 | 4611 | 6035 |
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 | 342677 | -125387 | -114317 | 175217 | -519090 | -114423 |
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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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