Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634639.3804 | 400471.3396 | 234168.0409 | 996934.5419 | 61693.6999 | 935240.842 |
Total P&L (%) | 634.6394 | 400.4713 | 234.168 | 996.9345 | 61.6937 | 935.2408 |
Avg Daily Profit (%) | 0.3498 | 0.2207 | 0.1291 | 0.1321 | 0.0265 | 0.1289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137855 | -102034 | -82944 | -1795847 | -930689 | -1463132 |
Profit Factor | 1.9584 | 2.0322 | 1.8541 | 1.1548 | 1.0174 | 1.3232 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 51.0791 | 42.8571 | 59.4203 | 51.0791 | 42.8571 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.8757 | 2.7096 | 1.2662 | 1.106 | 1.3565 | 0.9036 |
Largest Winning Trade | 334737 | 334737 | 71285 | 634907 | 634907 | 626771 |
Largest Losing Trade | -62464 | -26753 | -62464 | -1331725 | -357074 | -1331725 |
Avg Bars in Trades | 77 | 66 | 87 | 77 | 66 | 87 |
Avg Bars in Winners | 99 | 89 | 106 | 99 | 89 | 106 |
Avg Bars in Losers | 53 | 49 | 60 | 53 | 49 | 60 |
Bars Traded | 10723 | 4662 | 6061 | 10723 | 4662 | 6061 |
Profit Streak | 0 | 0 | 50.3106 | 0 | 0 | 50.3106 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487664 | -85575 | -118190 | -65936 | -456654 | -121840 |
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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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