Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702185.7374 | 588384.7251 | 113801.0123 | 1012139.9985 | 153189.3461 | 858950.6524 |
Total P&L (%) | 702.1857 | 588.3847 | 113.801 | 1012.14 | 153.1893 | 858.9507 |
Avg Daily Profit (%) | 0.363 | 0.3042 | 0.0588 | 0.1246 | 0.048 | 0.1169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122174 | -64378 | -115624 | -692174 | -562114 | -237038 |
Profit Factor | 2.0259 | 2.8693 | 1.3078 | 1.3727 | 1.1093 | 1.6539 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 46.7153 | 40.5797 | 52.9412 | 46.7153 | 40.5797 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.3107 | 4.2015 | 1.1625 | 1.5658 | 1.6243 | 1.4701 |
Largest Winning Trade | 368478 | 368478 | 52577 | 312105 | 312105 | 279510 |
Largest Losing Trade | -54042 | -47194 | -54042 | -230160 | -138244 | -230160 |
Avg Bars in Trades | 41 | 30 | 52 | 41 | 30 | 52 |
Avg Bars in Winners | 58 | 49 | 65 | 58 | 49 | 65 |
Avg Bars in Losers | 26 | 17 | 38 | 26 | 17 | 38 |
Bars Traded | 5689 | 2108 | 3581 | 5689 | 2108 | 3581 |
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 | 445197 | -91215 | -223031 | -25518 | -333596 | -143248 |
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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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