Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728890.3577 | 602578.7942 | 126311.5635 | 1773692.1554 | 1726050.1748 | 47641.9806 |
Total P&L (%) | 728.8904 | 602.5788 | 126.3116 | 1773.6922 | 1726.0502 | 47.642 |
Avg Daily Profit (%) | 0.3886 | 0.3213 | 0.0673 | 0.1564 | 0.155 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129775 | -59962 | -117822 | -1607643 | -1100112 | -874925 |
Profit Factor | 1.8624 | 2.3738 | 1.3107 | 1.3569 | 1.6204 | 1.0218 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 52.1472 | 50 | 54.321 | 52.1472 | 50 | 54.321 |
Ratio Avg Win / Avg Loss | 1.7091 | 2.3738 | 1.1022 | 1.2451 | 1.6204 | 0.8592 |
Largest Winning Trade | 349213 | 349213 | 44920 | 2096000 | 2096000 | 576123 |
Largest Losing Trade | -35761 | -28051 | -35761 | -776586 | -776586 | -527650 |
Avg Bars in Trades | 65 | 55 | 75 | 65 | 55 | 75 |
Avg Bars in Winners | 84 | 71 | 96 | 84 | 71 | 96 |
Avg Bars in Losers | 44 | 38 | 50 | 44 | 38 | 50 |
Bars Traded | 10650 | 4539 | 6111 | 10650 | 4539 | 6111 |
Profit Streak | 0 | 0 | 77.943 | 0 | 0 | 77.943 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515414 | 328964 | -112887 | 332228 | 225454 | -374916 |
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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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