Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1102482.5037 | 895910.6358 | 206571.868 | 1890881.3399 | 651627.4167 | 1239253.9232 |
Total P&L (%) | 1102.4825 | 895.9106 | 206.5719 | 1890.8813 | 651.6274 | 1239.2539 |
Avg Daily Profit (%) | 0.4766 | 0.3873 | 0.0893 | 0.1294 | 0.0872 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122699 | -114162 | -159416 | -1142996 | -852050 | -764244 |
Profit Factor | 2.25 | 3.0524 | 1.4637 | 1.2843 | 1.1732 | 1.4293 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 49.6599 | 47.2973 | 52.0548 | 49.6599 | 47.2973 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.2808 | 3.4013 | 1.3481 | 1.3019 | 1.3072 | 1.3165 |
Largest Winning Trade | 323066 | 323066 | 64189 | 840881 | 840881 | 455484 |
Largest Losing Trade | -90510 | -27414 | -90510 | -461177 | -451367 | -461177 |
Avg Bars in Trades | 46 | 40 | 53 | 46 | 40 | 53 |
Avg Bars in Winners | 65 | 58 | 72 | 65 | 58 | 72 |
Avg Bars in Losers | 27 | 23 | 32 | 27 | 23 | 32 |
Bars Traded | 6861 | 2967 | 3894 | 6861 | 2967 | 3894 |
Profit Streak | 0 | 0 | 15.8427 | 0 | 0 | 15.8427 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537893 | -50039 | -143756 | -19607 | -171632 | -112972 |
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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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