Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514392.9304 | 406882.6489 | 107510.2814 | 942719.4387 | 235155.9027 | 707563.536 |
Total P&L (%) | 514.3929 | 406.8826 | 107.5103 | 942.7194 | 235.1559 | 707.5635 |
Avg Daily Profit (%) | 0.2198 | 0.1738 | 0.0459 | 0.1002 | 0.0517 | 0.0893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97772 | -52900 | -130307 | -1437595 | -833006 | -713417 |
Profit Factor | 1.6599 | 2.0767 | 1.2677 | 1.1718 | 1.0781 | 1.2856 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 52.7778 | 53.3333 | 52.2222 | 52.7778 | 53.3333 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.4852 | 1.8171 | 1.1598 | 1.0484 | 0.9433 | 1.1762 |
Largest Winning Trade | 185551 | 185551 | 67066 | 583849 | 541483 | 583849 |
Largest Losing Trade | -33590 | -33590 | -30450 | -401484 | -374428 | -401484 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 60 | 52 | 68 | 60 | 52 | 68 |
Avg Bars in Losers | 39 | 30 | 47 | 39 | 30 | 47 |
Bars Traded | 9084 | 3802 | 5282 | 9084 | 3802 | 5282 |
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 | 415524 | 412710 | -131698 | -89049 | -260065 | -73368 |
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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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