Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691576.2767 | 544501.546 | 147074.7307 | 1245907.7073 | 297039.7565 | 948867.9508 |
Total P&L (%) | 691.5763 | 544.5015 | 147.0747 | 1245.9077 | 297.0398 | 948.868 |
Avg Daily Profit (%) | 0.3499 | 0.2755 | 0.0744 | 0.1316 | 0.0698 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77772 | -59112 | -180601 | -1685779 | -1325350 | -1361729 |
Profit Factor | 1.7768 | 2.3716 | 1.2982 | 1.158 | 1.0832 | 1.2198 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Losing Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Profitability (%) | 57.5 | 57.5 | 57.5 | 57.5 | 57.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.3133 | 1.7529 | 0.9595 | 0.8559 | 0.8006 | 0.9016 |
Largest Winning Trade | 221260 | 221260 | 74377 | 599963 | 514520 | 599963 |
Largest Losing Trade | -59112 | -59112 | -51746 | -1361729 | -1038999 | -1361729 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 35 | 33 | 37 | 35 | 33 | 37 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 7755 | 3739 | 4016 | 7755 | 3739 | 4016 |
Profit Streak | 0 | 0 | 488.752 | 0 | 0 | 488.752 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496982 | 501726 | -93124 | -63125 | -229706 | -33765 |
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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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