Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396340.941 | 253947.3476 | 142393.5934 | 1850003.4975 | 1697315.1653 | 152688.3322 |
Total P&L (%) | 396.3409 | 253.9473 | 142.3936 | 1850.0035 | 1697.3152 | 152.6883 |
Avg Daily Profit (%) | 0.3805 | 0.2438 | 0.1367 | 0.2856 | 0.2777 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55436 | -33257 | -55509 | -1641970 | -479303 | -1621403 |
Profit Factor | 2.2956 | 2.7883 | 1.8687 | 1.4621 | 2.1275 | 1.0611 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 43.6508 | 46.0317 | 41.2698 | 43.6508 | 46.0317 | 41.2698 |
Ratio Avg Win / Avg Loss | 2.9634 | 3.2691 | 2.6593 | 1.8874 | 2.4944 | 1.51 |
Largest Winning Trade | 73814 | 73814 | 52108 | 721853 | 721853 | 544711 |
Largest Losing Trade | -13527 | -13527 | -10764 | -292291 | -173429 | -292291 |
Avg Bars in Trades | 190 | 179 | 202 | 190 | 179 | 202 |
Avg Bars in Winners | 308 | 273 | 347 | 308 | 273 | 347 |
Avg Bars in Losers | 99 | 98 | 100 | 99 | 98 | 100 |
Bars Traded | 24058 | 11289 | 12769 | 24058 | 11289 | 12769 |
Profit Streak | 0 | 44.168 | 0 | 0 | 44.168 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410375 | -133919 | -157349 | 317501 | -134487 | -376642 |
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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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