Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589796.1246 | 525528.3749 | 64267.7496 | 271515.1253 | 22209.6536 | 249305.4718 |
Total P&L (%) | 589.7961 | 525.5284 | 64.2678 | 271.5151 | 22.2097 | 249.3055 |
Avg Daily Profit (%) | 0.2435 | 0.217 | 0.0265 | 0.0542 | 0.0083 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137769 | -61188 | -195716 | -519870 | -422646 | -289296 |
Profit Factor | 1.7406 | 2.4643 | 1.1469 | 1.1113 | 1.0187 | 1.1995 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 41.3793 | 32.8767 | 50 | 41.3793 | 32.8767 | 50 |
Ratio Avg Win / Avg Loss | 2.4659 | 5.0313 | 1.1469 | 1.5743 | 2.0798 | 1.1995 |
Largest Winning Trade | 248811 | 248811 | 70670 | 235904 | 219563 | 235904 |
Largest Losing Trade | -43075 | -29570 | -43075 | -182980 | -106527 | -182980 |
Avg Bars in Trades | 49 | 37 | 61 | 49 | 37 | 61 |
Avg Bars in Winners | 76 | 73 | 78 | 76 | 73 | 78 |
Avg Bars in Losers | 30 | 19 | 44 | 30 | 19 | 44 |
Bars Traded | 7152 | 2712 | 4440 | 7152 | 2712 | 4440 |
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 | 314660 | -65738 | -296186 | -220509 | -464686 | -204471 |
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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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