Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777469.4677 | 564340.2545 | 213129.2131 | 1648843.55 | 841358.956 | 807484.594 |
Total P&L (%) | 777.4695 | 564.3403 | 213.1292 | 1648.8436 | 841.359 | 807.4846 |
Avg Daily Profit (%) | 0.528 | 0.3833 | 0.1447 | 0.1945 | 0.1524 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58305 | -99868 | -46526 | -1770990 | -1718233 | -1054542 |
Profit Factor | 2.2669 | 2.6004 | 1.8164 | 1.1773 | 1.1695 | 1.1862 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 38.1944 | 33.3333 | 43.0556 | 38.1944 | 33.3333 | 43.0556 |
Ratio Avg Win / Avg Loss | 3.6682 | 5.2008 | 2.4023 | 1.905 | 2.3389 | 1.5689 |
Largest Winning Trade | 384094 | 384094 | 65559 | 1739228 | 1739228 | 849928 |
Largest Losing Trade | -28790 | -27707 | -28790 | -909299 | -634848 | -909299 |
Avg Bars in Trades | 120 | 89 | 151 | 120 | 89 | 151 |
Avg Bars in Winners | 210 | 132 | 270 | 210 | 132 | 270 |
Avg Bars in Losers | 65 | 68 | 61 | 65 | 68 | 61 |
Bars Traded | 17360 | 6443 | 10917 | 17360 | 6443 | 10917 |
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 | 394077 | -71376 | -78521 | -20646 | -111328 | -89271 |
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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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