Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635890.5315 | 426019.4925 | 209871.039 | 1545452.2833 | 313139.2608 | 1232313.0225 |
Total P&L (%) | 635.8905 | 426.0195 | 209.871 | 1545.4523 | 313.1393 | 1232.313 |
Avg Daily Profit (%) | 0.3619 | 0.2425 | 0.1194 | 0.1595 | 0.0808 | 0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85766 | -73687 | -64265 | -1589915 | -1131140 | -914347 |
Profit Factor | 1.9919 | 2.1395 | 1.7854 | 1.1861 | 1.0658 | 1.3478 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 49.6 | 46.0317 | 53.2258 | 49.6 | 46.0317 | 53.2258 |
Ratio Avg Win / Avg Loss | 2.024 | 2.5084 | 1.569 | 1.2052 | 1.2495 | 1.1845 |
Largest Winning Trade | 265305 | 265305 | 61522 | 748730 | 665847 | 748730 |
Largest Losing Trade | -31265 | -31221 | -31265 | -465110 | -465110 | -395081 |
Avg Bars in Trades | 54 | 40 | 69 | 54 | 40 | 69 |
Avg Bars in Winners | 68 | 46 | 88 | 68 | 46 | 88 |
Avg Bars in Losers | 41 | 34 | 48 | 41 | 34 | 48 |
Bars Traded | 6836 | 2531 | 4305 | 6836 | 2531 | 4305 |
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 | 481760 | -136170 | -183917 | -7942 | -381514 | -149121 |
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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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