Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782978.0942 | 637045.3505 | 145932.7437 | 1049555.4644 | 175353.7917 | 874201.6726 |
Total P&L (%) | 782.9781 | 637.0454 | 145.9327 | 1049.5555 | 175.3538 | 874.2017 |
Avg Daily Profit (%) | 0.4212 | 0.3427 | 0.0785 | 0.1314 | 0.0545 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120723 | -94905 | -99696 | -1084025 | -812080 | -560697 |
Profit Factor | 2.0334 | 2.5774 | 1.4125 | 1.2044 | 1.0606 | 1.3906 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 55.3191 | 56.338 | 54.2857 | 55.3191 | 56.338 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.6424 | 1.9975 | 1.1895 | 0.9728 | 0.8219 | 1.1711 |
Largest Winning Trade | 511807 | 511807 | 61974 | 626944 | 626944 | 507089 |
Largest Losing Trade | -44853 | -44853 | -44220 | -506253 | -314010 | -506253 |
Avg Bars in Trades | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Winners | 32 | 25 | 40 | 32 | 25 | 40 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 3614 | 1479 | 2135 | 3614 | 1479 | 2135 |
Profit Streak | 0 | 0 | 56.187 | 0 | 0 | 56.187 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544807 | -71409 | -179529 | -17955 | -361301 | -120539 |
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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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