Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 553185.7064 | 435168.2076 | 118017.4988 | 795498.7236 | 743124.5544 | 52374.1692 |
Total P&L (%) | 553.1857 | 435.1682 | 118.0175 | 795.4987 | 743.1246 | 52.3742 |
Avg Daily Profit (%) | 0.3445 | 0.271 | 0.0735 | 0.1366 | 0.1329 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108324 | -76555 | -71384 | -1256676 | -1154235 | -645949 |
Profit Factor | 2.0876 | 2.601 | 1.4983 | 1.2082 | 1.3514 | 1.0307 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 48.8722 | 47.7612 | 50 | 48.8722 | 47.7612 | 50 |
Ratio Avg Win / Avg Loss | 2.1839 | 2.8448 | 1.4983 | 1.2639 | 1.4781 | 1.0307 |
Largest Winning Trade | 228782 | 228782 | 61420 | 1373474 | 1373474 | 483580 |
Largest Losing Trade | -36008 | -28430 | -36008 | -408342 | -408342 | -359713 |
Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
Avg Bars in Winners | 93 | 67 | 119 | 93 | 67 | 119 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 9066 | 3639 | 5427 | 9066 | 3639 | 5427 |
Profit Streak | 0 | 0 | 22.3972 | 0 | 0 | 22.3972 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473615 | -104640 | -217142 | -10789 | -132668 | -469414 |
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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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