Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787789.3206 | 561400.3285 | 226388.9921 | 3266309.86 | 2184178.4231 | 1082131.4369 |
Total P&L (%) | 787.7893 | 561.4003 | 226.389 | 3266.3099 | 2184.1784 | 1082.1314 |
Avg Daily Profit (%) | 0.4523 | 0.3223 | 0.13 | 0.2021 | 0.1798 | 0.1419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97863 | -73391 | -60641 | -3760626 | -2801163 | -1836834 |
Profit Factor | 2.2865 | 2.6791 | 1.8143 | 1.2627 | 1.3467 | 1.1764 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Profitability (%) | 33.5878 | 27.2727 | 40 | 33.5878 | 27.2727 | 40 |
Ratio Avg Win / Avg Loss | 4.521 | 7.1441 | 2.7215 | 2.4967 | 3.5911 | 1.7646 |
Largest Winning Trade | 336830 | 336830 | 60972 | 2890661 | 2890661 | 1239950 |
Largest Losing Trade | -20141 | -17571 | -20141 | -875675 | -596465 | -875675 |
Avg Bars in Trades | 78 | 64 | 92 | 78 | 64 | 92 |
Avg Bars in Winners | 170 | 152 | 182 | 170 | 152 | 182 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 10261 | 4232 | 6029 | 10261 | 4232 | 6029 |
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 | 306420 | -130062 | -151915 | 107536 | -134911 | -164392 |
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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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