Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598347.4917 | 452392.5355 | 145954.9562 | 1117845.3667 | 440878.2687 | 676967.0979 |
Total P&L (%) | 598.3475 | 452.3925 | 145.955 | 1117.8454 | 440.8783 | 676.9671 |
Avg Daily Profit (%) | 0.3698 | 0.2796 | 0.0902 | 0.1546 | 0.1044 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116993 | -113771 | -142527 | -889849 | -570280 | -364893 |
Profit Factor | 1.6338 | 2.03 | 1.2891 | 1.2577 | 1.1951 | 1.3258 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 120 | 54 | 66 | 120 | 54 | 66 |
Losing Trades | 150 | 81 | 69 | 150 | 81 | 69 |
Profitability (%) | 44.4444 | 40 | 48.8889 | 44.4444 | 40 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.0423 | 3.045 | 1.3477 | 1.5721 | 1.7926 | 1.3861 |
Largest Winning Trade | 204665 | 204665 | 53114 | 602662 | 602662 | 525094 |
Largest Losing Trade | -29229 | -29229 | -24893 | -428009 | -428009 | -179540 |
Avg Bars in Trades | 69 | 52 | 86 | 69 | 52 | 86 |
Avg Bars in Winners | 109 | 85 | 128 | 109 | 85 | 128 |
Avg Bars in Losers | 38 | 30 | 46 | 38 | 30 | 46 |
Bars Traded | 18802 | 7123 | 11679 | 18802 | 7123 | 11679 |
Profit Streak | 0 | 0 | 492.9936 | 0 | 0 | 492.9936 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426044 | 290678 | -72180 | 282173 | -62555 | -22757 |
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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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