Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747178.6487 | 556377.4325 | 190801.2163 | 2971474.2828 | 206133.1219 | 2765341.1609 |
Total P&L (%) | 747.1786 | 556.3774 | 190.8012 | 2971.4743 | 206.1331 | 2765.3412 |
Avg Daily Profit (%) | 0.3871 | 0.2882 | 0.0988 | 0.1776 | 0.058 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119516 | -73026 | -136609 | -2215525 | -1592499 | -1481269 |
Profit Factor | 1.7251 | 2.2752 | 1.3211 | 1.2351 | 1.0328 | 1.4352 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 134 | 57 | 77 | 134 | 57 | 77 |
Losing Trades | 117 | 69 | 48 | 117 | 69 | 48 |
Profitability (%) | 53.3865 | 45.2381 | 61.6 | 53.3865 | 45.2381 | 61.6 |
Ratio Avg Win / Avg Loss | 1.5062 | 2.7542 | 0.8236 | 1.0784 | 1.2502 | 0.8947 |
Largest Winning Trade | 107068 | 107068 | 61724 | 1053811 | 1053811 | 903680 |
Largest Losing Trade | -66780 | -21659 | -66780 | -928096 | -622416 | -928096 |
Avg Bars in Trades | 45 | 29 | 61 | 45 | 29 | 61 |
Avg Bars in Winners | 57 | 36 | 73 | 57 | 36 | 73 |
Avg Bars in Losers | 31 | 23 | 41 | 31 | 23 | 41 |
Bars Traded | 11333 | 3675 | 7658 | 11333 | 3675 | 7658 |
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 | 527708 | 407855 | -61186 | 334274 | -301755 | 300245 |
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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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