Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751078.1618 | 577112.6467 | 173965.5152 | 587870.8668 | -904698.238 | 1492569.1048 |
Total P&L (%) | 751.0782 | 577.1126 | 173.9655 | 587.8709 | -904.6982 | 1492.5691 |
Avg Daily Profit (%) | 0.4145 | 0.3185 | 0.096 | 0.1065 | 0 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120675 | -110375 | -49387 | -2321946 | -1915899 | -826607 |
Profit Factor | 2.2379 | 2.4743 | 1.8081 | 1.0661 | 0.8449 | 1.4873 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 44.3609 | 35.8209 | 53.0303 | 44.3609 | 35.8209 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.8069 | 4.4332 | 1.6015 | 1.3371 | 1.5138 | 1.3173 |
Largest Winning Trade | 595745 | 595745 | 72711 | 846471 | 846471 | 743208 |
Largest Losing Trade | -28046 | -28046 | -27536 | -524756 | -524756 | -498174 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 38 | 49 | 31 | 38 | 49 | 31 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 3387 | 1888 | 1499 | 3387 | 1888 | 1499 |
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 | 452436 | -108428 | -184876 | -199809 | -700194 | -114646 |
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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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