Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835071.4991 | 617037.9621 | 218033.537 | 7587907.6002 | 1252671.2983 | 6335236.302 |
Total P&L (%) | 835.0715 | 617.038 | 218.0335 | 7587.9076 | 1252.6713 | 6335.2363 |
Avg Daily Profit (%) | 0.4685 | 0.3462 | 0.1223 | 0.2439 | 0.1463 | 0.2339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75572 | -71753 | -63018 | -3947319 | -2743410 | -1798286 |
Profit Factor | 2.5111 | 3.1877 | 1.8058 | 1.5336 | 1.1566 | 2.0185 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 47.1831 | 45.0704 | 49.2958 | 47.1831 | 45.0704 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.8109 | 3.885 | 1.8574 | 1.7167 | 1.4096 | 2.0761 |
Largest Winning Trade | 271898 | 271898 | 70517 | 2742259 | 2742259 | 2151212 |
Largest Losing Trade | -28165 | -28165 | -27085 | -1144186 | -1144186 | -759682 |
Avg Bars in Trades | 48 | 49 | 48 | 48 | 49 | 48 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 23 | 24 | 23 | 23 | 24 | 23 |
Bars Traded | 6918 | 3505 | 3413 | 6918 | 3505 | 3413 |
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 | 518400 | -73495 | -113498 | 371373 | -134567 | -75068 |
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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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