Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818607.3189 | 601652.2957 | 216955.0232 | 1502332.1068 | 755929.5183 | 746402.5885 |
Total P&L (%) | 818.6073 | 601.6523 | 216.955 | 1502.3321 | 755.9295 | 746.4026 |
Avg Daily Profit (%) | 0.5537 | 0.407 | 0.1468 | 0.1878 | 0.1453 | 0.1446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89449 | -79968 | -68657 | -2328657 | -2274003 | -933006 |
Profit Factor | 2.1786 | 2.4549 | 1.7719 | 1.1676 | 1.1425 | 1.2039 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 43 | 14 | 29 | 43 | 14 | 29 |
Losing Trades | 78 | 47 | 31 | 78 | 47 | 31 |
Profitability (%) | 35.5372 | 22.9508 | 48.3333 | 35.5372 | 22.9508 | 48.3333 |
Ratio Avg Win / Avg Loss | 3.9518 | 8.2415 | 1.8942 | 2.118 | 3.8356 | 1.287 |
Largest Winning Trade | 335144 | 335144 | 67224 | 1926174 | 1926174 | 604154 |
Largest Losing Trade | -39668 | -19250 | -39668 | -729339 | -729339 | -720633 |
Avg Bars in Trades | 143 | 117 | 170 | 143 | 117 | 170 |
Avg Bars in Winners | 267 | 265 | 267 | 267 | 265 | 267 |
Avg Bars in Losers | 75 | 73 | 79 | 75 | 73 | 79 |
Bars Traded | 17396 | 7180 | 10216 | 17396 | 7180 | 10216 |
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 | 356494 | -186319 | -163598 | -32439 | -262063 | -169948 |
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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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