Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808825.8306 | 616067.4494 | 192758.3812 | 4530594.8297 | 1823625.568 | 2706969.2617 |
Total P&L (%) | 808.8258 | 616.0674 | 192.7584 | 4530.5948 | 1823.6256 | 2706.9693 |
Avg Daily Profit (%) | 0.334 | 0.2544 | 0.0796 | 0.1585 | 0.1222 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95345 | -86335 | -127251 | -6624680 | -6505168 | -2307737 |
Profit Factor | 1.9429 | 2.3333 | 1.487 | 1.146 | 1.0999 | 1.2117 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Profitability (%) | 38.6667 | 37.3333 | 40 | 38.6667 | 37.3333 | 40 |
Ratio Avg Win / Avg Loss | 3.0818 | 3.9167 | 2.2305 | 1.8177 | 1.8463 | 1.8176 |
Largest Winning Trade | 234645 | 234645 | 61058 | 4043791 | 4043791 | 1896828 |
Largest Losing Trade | -30230 | -27443 | -30230 | -1852153 | -1852153 | -1105510 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 77 | 73 | 81 | 77 | 73 | 81 |
Avg Bars in Losers | 27 | 30 | 23 | 27 | 30 | 23 |
Bars Traded | 6997 | 3496 | 3501 | 6997 | 3496 | 3501 |
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 | 333059 | -48937 | -145186 | -54786 | -200895 | -68851 |
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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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