Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791060.7622 | 603553.0012 | 187507.761 | 1089621.8594 | 939526.4346 | 150095.4248 |
Total P&L (%) | 791.0608 | 603.553 | 187.5078 | 1089.6219 | 939.5264 | 150.0954 |
Avg Daily Profit (%) | 0.5355 | 0.4086 | 0.1269 | 0.1678 | 0.1586 | 0.0621 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137616 | -93212 | -64359 | -2442758 | -1553426 | -1137437 |
Profit Factor | 2.0653 | 2.4776 | 1.5613 | 1.1493 | 1.2231 | 1.0487 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 48 | 16 | 32 | 48 | 16 | 32 |
Losing Trades | 86 | 51 | 35 | 86 | 51 | 35 |
Profitability (%) | 35.8209 | 23.8806 | 47.7612 | 35.8209 | 23.8806 | 47.7612 |
Ratio Avg Win / Avg Loss | 3.7004 | 7.8973 | 1.7076 | 2.0592 | 3.8985 | 1.147 |
Largest Winning Trade | 347448 | 347448 | 67215 | 1918296 | 1918296 | 419842 |
Largest Losing Trade | -33353 | -25828 | -33353 | -532370 | -532370 | -492650 |
Avg Bars in Trades | 130 | 108 | 152 | 130 | 108 | 152 |
Avg Bars in Winners | 236 | 228 | 239 | 236 | 228 | 239 |
Avg Bars in Losers | 71 | 70 | 73 | 71 | 70 | 73 |
Bars Traded | 17483 | 7236 | 10247 | 17483 | 7236 | 10247 |
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 | 348207 | -137164 | -138603 | -52536 | -143297 | -394870 |
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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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