Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627054.6052 | 416642.944 | 210411.6612 | 1284708.1004 | 67984.156 | 1216723.9443 |
Total P&L (%) | 627.0546 | 416.6429 | 210.4117 | 1284.7081 | 67.9842 | 1216.7239 |
Avg Daily Profit (%) | 0.3589 | 0.2385 | 0.1204 | 0.1505 | 0.0297 | 0.1477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93042 | -124768 | -59812 | -2708171 | -1872522 | -1446932 |
Profit Factor | 1.9701 | 2.0453 | 1.8493 | 1.193 | 1.0173 | 1.4446 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 45.8647 | 40.2985 | 51.5152 | 45.8647 | 40.2985 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.3254 | 3.03 | 1.7405 | 1.4081 | 1.5072 | 1.3596 |
Largest Winning Trade | 241273 | 241273 | 51580 | 1120602 | 1120602 | 1113983 |
Largest Losing Trade | -33855 | -33855 | -19881 | -641050 | -641050 | -634817 |
Avg Bars in Trades | 154 | 140 | 168 | 154 | 140 | 168 |
Avg Bars in Winners | 210 | 204 | 215 | 210 | 204 | 215 |
Avg Bars in Losers | 106 | 97 | 118 | 106 | 97 | 118 |
Bars Traded | 20525 | 9426 | 11099 | 20525 | 9426 | 11099 |
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 | 427781 | -108893 | -152699 | -1887 | -474421 | -118533 |
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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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