Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515851.2333 | 356765.2368 | 159085.9965 | 1459435.3727 | 775292.4079 | 684142.9648 |
Total P&L (%) | 515.8512 | 356.7652 | 159.086 | 1459.4354 | 775.2924 | 684.143 |
Avg Daily Profit (%) | 0.2477 | 0.1713 | 0.0764 | 0.132 | 0.1042 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71977 | -91493 | -63921 | -1721311 | -1458873 | -1582159 |
Profit Factor | 1.8043 | 2.0783 | 1.5123 | 1.1412 | 1.1492 | 1.133 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 79 | 46 | 33 | 79 | 46 | 33 |
Profitability (%) | 43.9716 | 35.2113 | 52.8571 | 43.9716 | 35.2113 | 52.8571 |
Ratio Avg Win / Avg Loss | 2.299 | 3.8241 | 1.3488 | 1.4541 | 2.1146 | 1.0105 |
Largest Winning Trade | 101263 | 101263 | 50104 | 882807 | 882807 | 737251 |
Largest Losing Trade | -45762 | -19896 | -45762 | -1074786 | -288108 | -1074786 |
Avg Bars in Trades | 175 | 169 | 181 | 175 | 169 | 181 |
Avg Bars in Winners | 280 | 309 | 261 | 280 | 309 | 261 |
Avg Bars in Losers | 92 | 93 | 91 | 92 | 93 | 91 |
Bars Traded | 24727 | 12042 | 12685 | 24727 | 12042 | 12685 |
Profit Streak | 0 | 0 | 12.5588 | 0 | 0 | 12.5588 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356289 | -81382 | -182764 | -83623 | -201404 | -227870 |
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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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