Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649955.2537 | 510565.5329 | 139389.7208 | 1002714.1308 | 378749.7174 | 623964.4134 |
Total P&L (%) | 649.9553 | 510.5655 | 139.3897 | 1002.7141 | 378.7497 | 623.9644 |
Avg Daily Profit (%) | 0.2596 | 0.2039 | 0.0557 | 0.0959 | 0.0626 | 0.0791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112904 | -101572 | -101108 | -517297 | -498081 | -281730 |
Profit Factor | 2.1562 | 2.8812 | 1.4794 | 1.4096 | 1.2906 | 1.5452 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 57 | 35 | 22 | 57 | 35 | 22 |
Profitability (%) | 52.1008 | 41.6667 | 62.7119 | 52.1008 | 41.6667 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.9823 | 4.0336 | 0.8797 | 1.296 | 1.8068 | 0.9188 |
Largest Winning Trade | 384327 | 384327 | 58817 | 532708 | 532708 | 403986 |
Largest Losing Trade | -52250 | -39098 | -52250 | -192189 | -177394 | -192189 |
Avg Bars in Trades | 40 | 31 | 49 | 40 | 31 | 49 |
Avg Bars in Winners | 50 | 44 | 54 | 50 | 44 | 54 |
Avg Bars in Losers | 29 | 22 | 39 | 29 | 22 | 39 |
Bars Traded | 4802 | 1905 | 2897 | 4802 | 1905 | 2897 |
Profit Streak | 0 | 0 | 44.175 | 0 | 0 | 44.175 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476537 | -159126 | -293100 | -63146 | -280938 | -261048 |
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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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