Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670945.0579 | 563198.3292 | 107746.7287 | 2106247.1753 | 1551666.3978 | 554580.7775 |
Total P&L (%) | 670.9451 | 563.1983 | 107.7467 | 2106.2472 | 1551.6664 | 554.5808 |
Avg Daily Profit (%) | 0.3393 | 0.2848 | 0.0545 | 0.1566 | 0.1419 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127355 | -71355 | -154784 | -3388882 | -2976436 | -3608443 |
Profit Factor | 1.9407 | 2.4723 | 1.3258 | 1.1752 | 1.236 | 1.1018 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 53.9063 | 56.25 | 51.5625 | 53.9063 | 56.25 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6595 | 1.9229 | 1.2455 | 1.0049 | 0.9613 | 1.035 |
Largest Winning Trade | 114550 | 114550 | 76639 | 1627696 | 1627696 | 1467271 |
Largest Losing Trade | -52458 | -52458 | -38792 | -1936628 | -1936628 | -1296057 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 37 | 24 | 52 | 37 | 24 | 52 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3677 | 1380 | 2297 | 3677 | 1380 | 2297 |
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 | 505354 | -124618 | -258894 | -19023 | -143235 | -313165 |
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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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