Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837380.4407 | 651060.7031 | 186319.7377 | 861363.3152 | -281262.14 | 1142625.4552 |
Total P&L (%) | 837.3804 | 651.0607 | 186.3197 | 861.3633 | -281.2621 | 1142.6255 |
Avg Daily Profit (%) | 0.5675 | 0.4412 | 0.1263 | 0.1535 | 0 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124304 | -134940 | -79227 | -2533741 | -2090835 | -1089545 |
Profit Factor | 2.0271 | 2.2926 | 1.5979 | 1.0788 | 0.9591 | 1.2816 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 33.7931 | 27.3973 | 40.2778 | 33.7931 | 27.3973 | 40.2778 |
Ratio Avg Win / Avg Loss | 3.9714 | 6.0754 | 2.3693 | 2.1135 | 2.5417 | 1.9004 |
Largest Winning Trade | 450320 | 450320 | 59199 | 1543094 | 1543094 | 619597 |
Largest Losing Trade | -41236 | -41236 | -21773 | -494916 | -494916 | -303160 |
Avg Bars in Trades | 29 | 30 | 27 | 29 | 30 | 27 |
Avg Bars in Winners | 54 | 59 | 51 | 54 | 59 | 51 |
Avg Bars in Losers | 16 | 19 | 11 | 16 | 19 | 11 |
Bars Traded | 4225 | 2225 | 2000 | 4225 | 2225 | 2000 |
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 | 338028 | -76743 | -104404 | -130788 | -669207 | -74089 |
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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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