Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709339.8161 | 637360.0942 | 71979.7218 | 222984.2034 | 19472.3456 | 203511.8578 |
Total P&L (%) | 709.3398 | 637.3601 | 71.9797 | 222.9842 | 19.4723 | 203.5119 |
Avg Daily Profit (%) | 0.3826 | 0.3437 | 0.0388 | 0.0633 | 0.0096 | 0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97785 | -82661 | -87550 | -570415 | -606269 | -365393 |
Profit Factor | 2.0492 | 2.8237 | 1.2204 | 1.0645 | 1.0102 | 1.1318 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 40.1575 | 34.375 | 46.0317 | 40.1575 | 34.375 | 46.0317 |
Ratio Avg Win / Avg Loss | 3.0536 | 5.3908 | 1.4308 | 1.5863 | 1.9285 | 1.3269 |
Largest Winning Trade | 592305 | 592305 | 64914 | 573653 | 573653 | 269339 |
Largest Losing Trade | -38566 | -38566 | -30620 | -215624 | -188419 | -215624 |
Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Winners | 134 | 129 | 137 | 134 | 129 | 137 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 10736 | 5018 | 5718 | 10736 | 5018 | 5718 |
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 | 360082 | -130878 | -289672 | -260404 | -540997 | -336757 |
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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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