Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 594500.4484 | 406452.6137 | 188047.8347 | 1989026.2855 | 1403549.4661 | 585476.8195 |
Total P&L (%) | 594.5004 | 406.4526 | 188.0478 | 1989.0263 | 1403.5495 | 585.4768 |
Avg Daily Profit (%) | 0.3203 | 0.219 | 0.1013 | 0.1639 | 0.1461 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119423 | -87400 | -91921 | -5089101 | -1797241 | -4538502 |
Profit Factor | 1.8959 | 2.2359 | 1.5619 | 1.1273 | 1.2183 | 1.0637 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 59.0278 | 56.9444 | 61.1111 | 59.0278 | 56.9444 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.316 | 1.6905 | 0.9939 | 0.7825 | 0.9212 | 0.6769 |
Largest Winning Trade | 135097 | 135097 | 52640 | 1327995 | 986709 | 1327995 |
Largest Losing Trade | -50750 | -44842 | -50750 | -2160964 | -948108 | -2160964 |
Avg Bars in Trades | 49 | 39 | 60 | 49 | 39 | 60 |
Avg Bars in Winners | 53 | 35 | 69 | 53 | 35 | 69 |
Avg Bars in Losers | 44 | 44 | 45 | 44 | 44 | 45 |
Bars Traded | 7172 | 2828 | 4344 | 7172 | 2828 | 4344 |
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 | 471806 | -66241 | -135436 | -72895 | -77895 | -283941 |
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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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