Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1502555.2676 | 1410568.2865 | 91986.9812 | 545436.2668 | -126094.2471 | 671530.5139 |
Total P&L (%) | 1502.5553 | 1410.5683 | 91.987 | 545.4363 | -126.0942 | 671.5305 |
Avg Daily Profit (%) | 0.6368 | 0.5978 | 0.039 | 0.0791 | 0 | 0.0866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152643 | -67688 | -164672 | -484871 | -587200 | -315131 |
Profit Factor | 2.7078 | 4.8699 | 1.1785 | 1.1594 | 0.9228 | 1.3756 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 46.8966 | 43.8356 | 50 | 46.8966 | 43.8356 | 50 |
Ratio Avg Win / Avg Loss | 3.0662 | 6.2395 | 1.1785 | 1.3129 | 1.1824 | 1.3756 |
Largest Winning Trade | 1367228 | 1367228 | 54800 | 239850 | 239850 | 228605 |
Largest Losing Trade | -45889 | -35345 | -45889 | -281196 | -281196 | -166930 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Losers | 21 | 13 | 31 | 21 | 13 | 31 |
Bars Traded | 4432 | 1803 | 2629 | 4432 | 1803 | 2629 |
Profit Streak | 0 | 0 | 83.3138 | 0 | 0 | 83.3138 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 580109 | -54940 | -243493 | -132976 | -653188 | -154830 |
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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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