Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633713.4694 | 508245.4952 | 125467.9741 | 327537.5161 | 81182.4641 | 246355.052 |
Total P&L (%) | 633.7135 | 508.2455 | 125.468 | 327.5375 | 81.1825 | 246.3551 |
Avg Daily Profit (%) | 0.3638 | 0.2918 | 0.072 | 0.0834 | 0.0341 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150619 | -193689 | -56561 | -481622 | -462412 | -148885 |
Profit Factor | 1.8352 | 2.1779 | 1.3833 | 1.1686 | 1.0728 | 1.2979 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 40.6015 | 35.8209 | 45.4545 | 40.6015 | 35.8209 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6848 | 3.9021 | 1.66 | 1.7096 | 1.9221 | 1.5575 |
Largest Winning Trade | 339574 | 339574 | 74253 | 339574 | 339574 | 182062 |
Largest Losing Trade | -35486 | -33360 | -35486 | -176027 | -176027 | -101805 |
Avg Bars in Trades | 77 | 56 | 97 | 77 | 56 | 97 |
Avg Bars in Winners | 124 | 93 | 150 | 124 | 93 | 150 |
Avg Bars in Losers | 44 | 36 | 54 | 44 | 36 | 54 |
Bars Traded | 10257 | 3790 | 6467 | 10257 | 3790 | 6467 |
Profit Streak | 0 | 0 | 7.5627 | 0 | 0 | 7.5627 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346227 | -109506 | -220144 | -118790 | -409142 | -221579 |
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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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