Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563204.8917 | 502641.2295 | 60563.6622 | 357389.6298 | 21811.9769 | 335577.6528 |
Total P&L (%) | 563.2049 | 502.6412 | 60.5637 | 357.3896 | 21.812 | 335.5777 |
Avg Daily Profit (%) | 0.2849 | 0.2543 | 0.0306 | 0.0769 | 0.01 | 0.0745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248456 | -173450 | -119388 | -4646640 | -3394145 | -1296094 |
Profit Factor | 1.6196 | 2.1161 | 1.1321 | 1.0377 | 1.0042 | 1.0781 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 43.2203 | 42.3729 | 44.0678 | 43.2203 | 42.3729 | 44.0678 |
Ratio Avg Win / Avg Loss | 2.1278 | 2.8779 | 1.4369 | 1.3632 | 1.3657 | 1.3684 |
Largest Winning Trade | 154211 | 154211 | 68973 | 1981561 | 1742789 | 1981561 |
Largest Losing Trade | -48616 | -48616 | -43422 | -2360087 | -2360087 | -746333 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 100 | 88 | 111 | 100 | 88 | 111 |
Avg Bars in Losers | 38 | 44 | 31 | 38 | 44 | 31 |
Bars Traded | 7675 | 3723 | 3953 | 7675 | 3723 | 3953 |
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 | 342231 | -167120 | -406817 | -271650 | -580732 | -407119 |
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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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