Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935992.0066 | 803038.1736 | 132953.833 | 2045513.4539 | 1378952.1264 | 666561.3275 |
Total P&L (%) | 935.992 | 803.0382 | 132.9538 | 2045.5135 | 1378.9521 | 666.5613 |
Avg Daily Profit (%) | 0.4999 | 0.4289 | 0.071 | 0.1639 | 0.144 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153271 | -72452 | -130892 | -1821448 | -1751639 | -390395 |
Profit Factor | 1.9877 | 2.5304 | 1.3144 | 1.308 | 1.288 | 1.3594 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 41.358 | 37.037 | 45.679 | 41.358 | 37.037 | 45.679 |
Ratio Avg Win / Avg Loss | 2.8184 | 4.3017 | 1.563 | 1.8546 | 2.1896 | 1.6166 |
Largest Winning Trade | 330321 | 330321 | 48739 | 2092003 | 2092003 | 538855 |
Largest Losing Trade | -40420 | -37494 | -40420 | -876873 | -876873 | -194718 |
Avg Bars in Trades | 65 | 80 | 49 | 65 | 80 | 49 |
Avg Bars in Winners | 87 | 107 | 71 | 87 | 107 | 71 |
Avg Bars in Losers | 49 | 65 | 31 | 49 | 65 | 31 |
Bars Traded | 10562 | 6532 | 4030 | 10562 | 6532 | 4030 |
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 | 427144 | -2181 | -110491 | 232576 | -16305 | -59361 |
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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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