Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682921.0938 | 434748.1514 | 248172.9424 | 1204465.3824 | 1108319.4632 | 96145.9192 |
Total P&L (%) | 682.9211 | 434.7482 | 248.1729 | 1204.4654 | 1108.3195 | 96.1459 |
Avg Daily Profit (%) | 0.3746 | 0.2385 | 0.1361 | 0.141 | 0.1368 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158374 | -74632 | -94914 | -4964924 | -1637474 | -4295858 |
Profit Factor | 2.0503 | 2.1894 | 1.8718 | 1.1044 | 1.2077 | 1.0155 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 71 | 28 | 43 | 71 | 28 | 43 |
Losing Trades | 76 | 45 | 31 | 76 | 45 | 31 |
Profitability (%) | 48.2993 | 38.3562 | 58.1081 | 48.2993 | 38.3562 | 58.1081 |
Ratio Avg Win / Avg Loss | 2.1947 | 3.5186 | 1.3494 | 1.1822 | 1.9409 | 0.7321 |
Largest Winning Trade | 338072 | 338072 | 70768 | 1837850 | 1837850 | 938198 |
Largest Losing Trade | -73538 | -26403 | -73538 | -3990023 | -723732 | -3990023 |
Avg Bars in Trades | 146 | 127 | 166 | 146 | 127 | 166 |
Avg Bars in Winners | 198 | 182 | 208 | 198 | 182 | 208 |
Avg Bars in Losers | 99 | 93 | 107 | 99 | 93 | 107 |
Bars Traded | 21591 | 9293 | 12298 | 21591 | 9293 | 12298 |
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 | 473577 | -64370 | -71989 | -110391 | -85878 | -411795 |
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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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