Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429778.8069 | 166320.432 | 263458.3749 | 1325775.0516 | 501121.7233 | 824653.3283 |
Total P&L (%) | 429.7788 | 166.3204 | 263.4584 | 1325.7751 | 501.1217 | 824.6533 |
Avg Daily Profit (%) | 0.2678 | 0.1036 | 0.1641 | 0.1657 | 0.1118 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80211 | -59616 | -65191 | -603808 | -522083 | -514706 |
Profit Factor | 1.5877 | 1.532 | 1.6293 | 1.2673 | 1.2443 | 1.2834 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Losing Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Profitability (%) | 48.4716 | 51.3043 | 45.614 | 48.4716 | 51.3043 | 45.614 |
Ratio Avg Win / Avg Loss | 1.6878 | 1.4541 | 1.9426 | 1.3472 | 1.1811 | 1.5303 |
Largest Winning Trade | 64453 | 64453 | 52716 | 333511 | 249895 | 333511 |
Largest Losing Trade | -29285 | -27995 | -29285 | -271969 | -166656 | -271969 |
Avg Bars in Trades | 40 | 22 | 59 | 40 | 22 | 59 |
Avg Bars in Winners | 58 | 24 | 96 | 58 | 24 | 96 |
Avg Bars in Losers | 24 | 21 | 28 | 24 | 21 | 28 |
Bars Traded | 9387 | 2629 | 6758 | 9387 | 2629 | 6758 |
Profit Streak | 0 | 0 | 72.4322 | 0 | 0 | 72.4322 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423271 | -52938 | 353456 | 296370 | -43360 | -6971 |
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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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