Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689729.236 | 552667.3885 | 137061.8475 | 1379968.9536 | 765919.4404 | 614049.5133 |
Total P&L (%) | 689.7292 | 552.6674 | 137.0618 | 1379.969 | 765.9194 | 614.0495 |
Avg Daily Profit (%) | 0.3016 | 0.2417 | 0.0599 | 0.1179 | 0.0944 | 0.086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84481 | -136429 | -71709 | -1181283 | -662347 | -540800 |
Profit Factor | 1.9494 | 2.3392 | 1.4368 | 1.4299 | 1.3848 | 1.5036 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 43.8017 | 39.3443 | 48.3333 | 43.8017 | 39.3443 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.5011 | 3.6062 | 1.5359 | 1.8346 | 2.1349 | 1.6073 |
Largest Winning Trade | 270522 | 270522 | 58278 | 823465 | 823465 | 784044 |
Largest Losing Trade | -47608 | -47608 | -35713 | -341763 | -331946 | -341763 |
Avg Bars in Trades | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Winners | 107 | 118 | 97 | 107 | 118 | 97 |
Avg Bars in Losers | 45 | 55 | 33 | 45 | 55 | 33 |
Bars Traded | 8773 | 4900 | 3873 | 8773 | 4900 | 3873 |
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 | 378700 | -153253 | -280687 | -35283 | -230857 | -245111 |
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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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