Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733272.1376 | 450352.3947 | 282919.7429 | 3653747.9726 | 336262.4862 | 3317485.4863 |
Total P&L (%) | 733.2721 | 450.3524 | 282.9197 | 3653.748 | 336.2625 | 3317.4855 |
Avg Daily Profit (%) | 0.4046 | 0.2485 | 0.1561 | 0.2003 | 0.0813 | 0.1951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94246 | -56584 | -54343 | -2869068 | -2331165 | -1902031 |
Profit Factor | 2.2373 | 2.2883 | 2.164 | 1.2471 | 1.0408 | 1.5067 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 52 | 17 | 35 | 52 | 17 | 35 |
Losing Trades | 89 | 54 | 35 | 89 | 54 | 35 |
Profitability (%) | 36.8794 | 23.9437 | 50 | 36.8794 | 23.9437 | 50 |
Ratio Avg Win / Avg Loss | 3.8292 | 7.2686 | 2.164 | 2.1344 | 3.3061 | 1.5067 |
Largest Winning Trade | 319819 | 319819 | 70803 | 1880721 | 1880721 | 1351902 |
Largest Losing Trade | -31486 | -25160 | -31486 | -1118707 | -527244 | -1118707 |
Avg Bars in Trades | 75 | 64 | 87 | 75 | 64 | 87 |
Avg Bars in Winners | 136 | 142 | 132 | 136 | 142 | 132 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 10697 | 4573 | 6124 | 10697 | 4573 | 6124 |
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 | 335368 | -109036 | -83095 | 150565 | -380329 | -84004 |
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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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