Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 783416.6282 | 704555.8668 | 78860.7614 | 345853.8003 | 328712.3504 | 17141.4498 |
Total P&L (%) | 783.4166 | 704.5559 | 78.8608 | 345.8538 | 328.7124 | 17.1415 |
Avg Daily Profit (%) | 0.4867 | 0.4377 | 0.049 | 0.0929 | 0.0905 | 0.0098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97053 | -106816 | -102304 | -841730 | -946409 | -760588 |
Profit Factor | 1.9109 | 2.3979 | 1.2215 | 1.0733 | 1.1183 | 1.0088 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 53 | 19 | 34 | 53 | 19 | 34 |
Losing Trades | 111 | 63 | 48 | 111 | 63 | 48 |
Profitability (%) | 32.3171 | 23.1707 | 41.4634 | 32.3171 | 23.1707 | 41.4634 |
Ratio Avg Win / Avg Loss | 4.002 | 7.9508 | 1.7245 | 2.2478 | 3.708 | 1.4242 |
Largest Winning Trade | 464644 | 464644 | 36874 | 910857 | 910857 | 227639 |
Largest Losing Trade | -33829 | -33829 | -28053 | -227900 | -187567 | -227900 |
Avg Bars in Trades | 18 | 19 | 18 | 18 | 19 | 18 |
Avg Bars in Winners | 38 | 50 | 32 | 38 | 50 | 32 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 3082 | 1583 | 1500 | 3082 | 1583 | 1500 |
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 | 301573 | -27419 | -134261 | -213472 | -203509 | -406809 |
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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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