Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833073.1897 | 758810.5901 | 74262.5997 | 279507.2745 | 1621838.0653 | -1342330.7908 |
Total P&L (%) | 833.0732 | 758.8106 | 74.2626 | 279.5073 | 1621.8381 | -1342.3308 |
Avg Daily Profit (%) | 0.3451 | 0.3143 | 0.0308 | 0.0553 | 0.118 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208927 | -118373 | -166964 | -1751687 | -816984 | -2256152 |
Profit Factor | 1.8399 | 2.3059 | 1.1808 | 1.047 | 1.6032 | 0.5876 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 37.931 | 36.9863 | 38.8889 | 37.931 | 36.9863 | 38.8889 |
Ratio Avg Win / Avg Loss | 3.0108 | 3.9286 | 1.8555 | 1.7133 | 2.7314 | 0.9233 |
Largest Winning Trade | 472551 | 472551 | 57485 | 844573 | 844573 | 281540 |
Largest Losing Trade | -55373 | -55373 | -49595 | -942693 | -251274 | -942693 |
Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Winners | 55 | 60 | 50 | 55 | 60 | 50 |
Avg Bars in Losers | 17 | 22 | 13 | 17 | 22 | 13 |
Bars Traded | 4645 | 2654 | 1990 | 4645 | 2654 | 1990 |
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 | 304541 | -63613 | -255841 | -291117 | -109088 | -664279 |
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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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