Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634353.3921 | 535821.7698 | 98531.6224 | 412175.2787 | 41817.3374 | 370357.9413 |
Total P&L (%) | 634.3534 | 535.8218 | 98.5316 | 412.1753 | 41.8173 | 370.3579 |
Avg Daily Profit (%) | 0.3375 | 0.2851 | 0.0524 | 0.087 | 0.0186 | 0.0824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98593 | -92232 | -91240 | -447192 | -364111 | -163997 |
Profit Factor | 2.0172 | 2.5011 | 1.3695 | 1.1955 | 1.0318 | 1.4662 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 44.0559 | 37.5 | 50.7042 | 44.0559 | 37.5 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.5615 | 4.1685 | 1.3314 | 1.5181 | 1.7197 | 1.4255 |
Largest Winning Trade | 476552 | 476552 | 52126 | 309035 | 309035 | 236954 |
Largest Losing Trade | -33165 | -33165 | -24941 | -194978 | -194978 | -69319 |
Avg Bars in Trades | 77 | 67 | 88 | 77 | 67 | 88 |
Avg Bars in Winners | 121 | 119 | 123 | 121 | 119 | 123 |
Avg Bars in Losers | 43 | 36 | 51 | 43 | 36 | 51 |
Bars Traded | 11105 | 4853 | 6252 | 11105 | 4853 | 6252 |
Profit Streak | 0 | 0 | 5.8871 | 0 | 0 | 5.8871 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400089 | -70786 | -208560 | -83192 | -438813 | -167979 |
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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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