Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704260.2962 | 638473.0771 | 65787.2191 | 26031.9399 | -4196.4108 | 30228.3507 |
Total P&L (%) | 704.2603 | 638.4731 | 65.7872 | 26.0319 | -4.1964 | 30.2284 |
Avg Daily Profit (%) | 0.3065 | 0.2779 | 0.0286 | 0.0101 | -0.0019 | 0.0115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142883 | -151176 | -107089 | -1334095 | -1283072 | -526835 |
Profit Factor | 1.6985 | 1.9887 | 1.1815 | 1.0052 | 0.9988 | 1.0192 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 46.4052 | 40.2597 | 52.6316 | 46.4052 | 40.2597 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.9616 | 2.951 | 1.0633 | 1.1609 | 1.4821 | 0.9173 |
Largest Winning Trade | 490009 | 490009 | 59995 | 849973 | 849973 | 230558 |
Largest Losing Trade | -58401 | -40700 | -58401 | -537265 | -537265 | -263866 |
Avg Bars in Trades | 58 | 75 | 41 | 58 | 75 | 41 |
Avg Bars in Winners | 62 | 70 | 56 | 62 | 70 | 56 |
Avg Bars in Losers | 55 | 78 | 24 | 55 | 78 | 24 |
Bars Traded | 8949 | 5793 | 3156 | 8949 | 5793 | 3156 |
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 | 416525 | -33264 | -224933 | -398289 | -624857 | -430734 |
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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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