Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838193.9362 | 629970.9288 | 208223.0074 | 867950.9036 | 141636.3181 | 726314.5855 |
Total P&L (%) | 838.1939 | 629.9709 | 208.223 | 867.9509 | 141.6363 | 726.3146 |
Avg Daily Profit (%) | 0.5625 | 0.4228 | 0.1397 | 0.1525 | 0.0592 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126102 | -128808 | -51657 | -2005358 | -1570573 | -926392 |
Profit Factor | 2.0092 | 2.3614 | 1.5661 | 1.1109 | 1.0332 | 1.2037 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 51 | 18 | 33 | 51 | 18 | 33 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 33.3333 | 23.3766 | 43.4211 | 33.3333 | 23.3766 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.0184 | 7.74 | 2.0407 | 2.2217 | 3.3867 | 1.5685 |
Largest Winning Trade | 444252 | 444252 | 55021 | 1116009 | 1116009 | 707599 |
Largest Losing Trade | -35725 | -35725 | -30805 | -659322 | -538004 | -659322 |
Avg Bars in Trades | 19 | 16 | 21 | 19 | 16 | 21 |
Avg Bars in Winners | 37 | 38 | 36 | 37 | 38 | 36 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 2939 | 1271 | 1668 | 2939 | 1271 | 1668 |
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 | 343889 | -64210 | -55394 | -95230 | -375352 | -54412 |
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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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