Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713392.7132 | 614592.7378 | 98799.9754 | 674989.6556 | 504806.2762 | 170183.3794 |
Total P&L (%) | 713.3927 | 614.5927 | 98.8 | 674.9897 | 504.8063 | 170.1834 |
Avg Daily Profit (%) | 0.3794 | 0.3269 | 0.0525 | 0.109 | 0.0958 | 0.0529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104470 | -79514 | -57774 | -654028 | -485861 | -392761 |
Profit Factor | 2.3057 | 2.9906 | 1.4158 | 1.2354 | 1.3147 | 1.1347 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 39.2308 | 35.3846 | 43.0769 | 39.2308 | 35.3846 | 43.0769 |
Ratio Avg Win / Avg Loss | 3.5716 | 5.461 | 1.8709 | 1.9137 | 2.4008 | 1.4995 |
Largest Winning Trade | 568003 | 568003 | 61435 | 777765 | 777765 | 180995 |
Largest Losing Trade | -30701 | -30701 | -26669 | -179586 | -161106 | -179586 |
Avg Bars in Trades | 169 | 153 | 186 | 169 | 153 | 186 |
Avg Bars in Winners | 295 | 280 | 308 | 295 | 280 | 308 |
Avg Bars in Losers | 88 | 83 | 94 | 88 | 83 | 94 |
Bars Traded | 22073 | 9960 | 12113 | 22073 | 9960 | 12113 |
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 | 364244 | -122807 | -255492 | -50147 | -201061 | -329275 |
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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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