Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532748.5922 | 276336.2866 | 256412.3057 | 652316.9196 | 219698.3213 | 432618.5983 |
Total P&L (%) | 532.7486 | 276.3363 | 256.4123 | 652.3169 | 219.6983 | 432.6186 |
Avg Daily Profit (%) | 0.3592 | 0.1863 | 0.1729 | 0.1362 | 0.0784 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92566 | -126929 | -38081 | -1006866 | -921700 | -295117 |
Profit Factor | 1.7279 | 1.652 | 1.8323 | 1.164 | 1.095 | 1.2598 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 55 | 19 | 36 | 55 | 19 | 36 |
Losing Trades | 96 | 56 | 40 | 96 | 56 | 40 |
Profitability (%) | 36.4238 | 25.3333 | 47.3684 | 36.4238 | 25.3333 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.016 | 4.8692 | 2.0359 | 2.0317 | 3.2274 | 1.3998 |
Largest Winning Trade | 196357 | 196357 | 54629 | 820784 | 820784 | 318657 |
Largest Losing Trade | -30805 | -17450 | -30805 | -210357 | -210357 | -190236 |
Avg Bars in Trades | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Winners | 33 | 37 | 32 | 33 | 37 | 32 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 2770 | 1227 | 1543 | 2770 | 1227 | 1543 |
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 | 304682 | -74393 | -39337 | -54048 | -288190 | -92703 |
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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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