Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686530.3846 | 481446.2345 | 205084.1502 | 1680242.5 | 293346.6164 | 1386895.8836 |
Total P&L (%) | 686.5304 | 481.4462 | 205.0842 | 1680.2425 | 293.3466 | 1386.8959 |
Avg Daily Profit (%) | 0.3907 | 0.274 | 0.1167 | 0.164 | 0.078 | 0.1537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86766 | -64839 | -53044 | -2331639 | -2242235 | -1054641 |
Profit Factor | 2.0583 | 2.3552 | 1.6989 | 1.1616 | 1.0469 | 1.3342 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 51.1811 | 45.3125 | 57.1429 | 51.1811 | 45.3125 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9633 | 2.8424 | 1.2742 | 1.108 | 1.2636 | 1.0007 |
Largest Winning Trade | 249999 | 249999 | 66952 | 1655195 | 1655195 | 1000479 |
Largest Losing Trade | -37724 | -37724 | -33464 | -672701 | -672701 | -597041 |
Avg Bars in Trades | 80 | 65 | 96 | 80 | 65 | 96 |
Avg Bars in Winners | 90 | 69 | 106 | 90 | 69 | 106 |
Avg Bars in Losers | 70 | 62 | 82 | 70 | 62 | 82 |
Bars Traded | 10256 | 4184 | 6072 | 10256 | 4184 | 6072 |
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 | 506517 | -128542 | -180850 | -34549 | -399021 | -137819 |
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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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