Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443170.2034 | 309123.9056 | 134046.2978 | 939710.5133 | 54387.8869 | 885322.6264 |
Total P&L (%) | 443.1702 | 309.1239 | 134.0463 | 939.7105 | 54.3879 | 885.3226 |
Avg Daily Profit (%) | 0.4254 | 0.2968 | 0.1287 | 0.225 | 0.0417 | 0.2199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96120 | -81399 | -25911 | -634652 | -984130 | -292831 |
Profit Factor | 1.5965 | 1.6275 | 1.5355 | 1.1892 | 1.0163 | 1.5442 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 50.1901 | 48.0916 | 52.2727 | 50.1901 | 48.0916 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.5844 | 1.7566 | 1.402 | 1.1802 | 1.0969 | 1.41 |
Largest Winning Trade | 155413 | 155413 | 26634 | 274768 | 274768 | 244628 |
Largest Losing Trade | -27099 | -27099 | -25911 | -304568 | -304568 | -242860 |
Avg Bars in Trades | 93 | 142 | 45 | 93 | 142 | 45 |
Avg Bars in Winners | 103 | 162 | 50 | 103 | 162 | 50 |
Avg Bars in Losers | 83 | 123 | 39 | 83 | 123 | 39 |
Bars Traded | 24588 | 18623 | 5965 | 24588 | 18623 | 5965 |
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 | 502391 | 380899 | -19613 | -2797 | -341814 | 355483 |
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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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