Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807195.291 | 676779.505 | 130415.786 | 425129.5415 | 713784.0319 | -288654.4904 |
Total P&L (%) | 807.1953 | 676.7795 | 130.4158 | 425.1295 | 713.784 | -288.6545 |
Avg Daily Profit (%) | 0.5032 | 0.4219 | 0.0813 | 0.1035 | 0.1308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130670 | -96253 | -105712 | -1154617 | -644654 | -856957 |
Profit Factor | 1.9137 | 2.4016 | 1.3256 | 1.1038 | 1.3594 | 0.8632 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 51.9553 | 46.6667 | 57.3034 | 51.9553 | 46.6667 | 57.3034 |
Ratio Avg Win / Avg Loss | 1.7696 | 2.7447 | 0.9877 | 1.0207 | 1.5536 | 0.6432 |
Largest Winning Trade | 470248 | 470248 | 55252 | 1018225 | 1018225 | 151430 |
Largest Losing Trade | -45715 | -37982 | -45715 | -351443 | -183723 | -351443 |
Avg Bars in Trades | 26 | 22 | 30 | 26 | 22 | 30 |
Avg Bars in Winners | 31 | 28 | 35 | 31 | 28 | 35 |
Avg Bars in Losers | 20 | 17 | 23 | 20 | 17 | 23 |
Bars Traded | 4699 | 2015 | 2683 | 4699 | 2015 | 2683 |
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 | 566348 | 474395 | -85193 | -159784 | -17776 | -580147 |
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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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