Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980021.9573 | 815470.7648 | 164551.1925 | 1852947.7178 | 366160.4129 | 1486787.3049 |
Total P&L (%) | 980.022 | 815.4708 | 164.5512 | 1852.9477 | 366.1604 | 1486.7873 |
Avg Daily Profit (%) | 0.5277 | 0.4391 | 0.0886 | 0.1602 | 0.0829 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94784 | -89719 | -66451 | -1005154 | -988125 | -482142 |
Profit Factor | 2.3459 | 3.0466 | 1.4991 | 1.2671 | 1.0883 | 1.5331 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 55.3191 | 54.9296 | 55.7143 | 55.3191 | 54.9296 | 55.7143 |
Ratio Avg Win / Avg Loss | 1.8947 | 2.4998 | 1.1916 | 1.0234 | 0.8929 | 1.2186 |
Largest Winning Trade | 660633 | 660633 | 60044 | 716620 | 716620 | 679674 |
Largest Losing Trade | -44016 | -44016 | -29745 | -323951 | -323951 | -295020 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 28 | 24 | 31 | 28 | 24 | 31 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 3586 | 1743 | 1843 | 3586 | 1743 | 1843 |
Profit Streak | 0 | 0 | 55.5162 | 0 | 0 | 55.5162 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599300 | -69861 | -165117 | 321137 | -293114 | -84015 |
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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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