Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483211.5505 | 191945.403 | 291266.1475 | 2987638.6959 | 1480001.1945 | 1507637.5014 |
Total P&L (%) | 483.2116 | 191.9454 | 291.2661 | 2987.6387 | 1480.0012 | 1507.6375 |
Avg Daily Profit (%) | 0.2757 | 0.1095 | 0.1662 | 0.1959 | 0.1576 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86109 | -31730 | -64015 | -1873460 | -715596 | -1381580 |
Profit Factor | 2.1647 | 1.8631 | 2.5131 | 1.4783 | 1.4483 | 1.512 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 58.5938 | 57.8125 | 59.375 | 58.5938 | 57.8125 | 59.375 |
Ratio Avg Win / Avg Loss | 1.5297 | 1.3595 | 1.7195 | 1.0447 | 1.0569 | 1.0345 |
Largest Winning Trade | 67880 | 66950 | 67880 | 925754 | 788094 | 925754 |
Largest Losing Trade | -26154 | -26154 | -18707 | -576632 | -576632 | -507359 |
Avg Bars in Trades | 51 | 17 | 86 | 51 | 17 | 86 |
Avg Bars in Winners | 72 | 20 | 123 | 72 | 20 | 123 |
Avg Bars in Losers | 22 | 15 | 30 | 22 | 15 | 30 |
Bars Traded | 6654 | 1146 | 5508 | 6654 | 1146 | 5508 |
Profit Streak | 0 | 0 | 78.5501 | 0 | 0 | 78.5501 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498216 | -182256 | -124473 | 382665 | -129224 | -127532 |
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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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