Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803806.8205 | 613841.2534 | 189965.5671 | 1001400.3157 | 603254.5387 | 398145.777 |
Total P&L (%) | 803.8068 | 613.8413 | 189.9656 | 1001.4003 | 603.2545 | 398.1458 |
Avg Daily Profit (%) | 0.5429 | 0.4146 | 0.1283 | 0.1622 | 0.1318 | 0.1085 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115636 | -101728 | -64501 | -1908124 | -1508269 | -738728 |
Profit Factor | 2.1007 | 2.4539 | 1.6166 | 1.1575 | 1.1534 | 1.1642 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 48 | 16 | 32 | 48 | 16 | 32 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 35.5556 | 23.5294 | 47.7612 | 35.5556 | 23.5294 | 47.7612 |
Ratio Avg Win / Avg Loss | 3.8075 | 7.9751 | 1.7682 | 2.098 | 3.7485 | 1.2733 |
Largest Winning Trade | 362075 | 362075 | 66534 | 1682554 | 1682554 | 452939 |
Largest Losing Trade | -37598 | -25828 | -37598 | -466331 | -466331 | -327359 |
Avg Bars in Trades | 128 | 106 | 152 | 128 | 106 | 152 |
Avg Bars in Winners | 234 | 228 | 237 | 234 | 228 | 237 |
Avg Bars in Losers | 70 | 68 | 74 | 70 | 68 | 74 |
Bars Traded | 17406 | 7212 | 10194 | 17406 | 7212 | 10194 |
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 | 349309 | -131206 | -136512 | -43705 | -213076 | -205883 |
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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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