Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667028.4619 | 499260.0583 | 167768.4035 | 2402348.5733 | 1797906.8641 | 604441.7092 |
Total P&L (%) | 667.0285 | 499.2601 | 167.7684 | 2402.3486 | 1797.9069 | 604.4417 |
Avg Daily Profit (%) | 0.3376 | 0.2527 | 0.0849 | 0.1631 | 0.1491 | 0.0988 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127104 | -109700 | -127862 | -3848043 | -3102052 | -2309579 |
Profit Factor | 1.8367 | 2.2518 | 1.4211 | 1.152 | 1.2187 | 1.0797 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 46.4286 | 45.7143 | 47.1429 | 46.4286 | 45.7143 | 47.1429 |
Ratio Avg Win / Avg Loss | 2.1192 | 2.674 | 1.5934 | 1.3292 | 1.4471 | 1.2106 |
Largest Winning Trade | 117313 | 117313 | 69671 | 1715492 | 1715492 | 1517427 |
Largest Losing Trade | -53449 | -31611 | -53449 | -1860674 | -1251117 | -1860674 |
Avg Bars in Trades | 82 | 63 | 102 | 82 | 63 | 102 |
Avg Bars in Winners | 118 | 99 | 137 | 118 | 99 | 137 |
Avg Bars in Losers | 51 | 33 | 71 | 51 | 33 | 71 |
Bars Traded | 11616 | 4453 | 7163 | 11616 | 4453 | 7163 |
Profit Streak | 0 | 0 | 546.0407 | 0 | 0 | 546.0407 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420491 | -83767 | -171901 | -46643 | -90174 | -287687 |
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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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