Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557148.1495 | 434086.1902 | 123061.9593 | 1586456.9539 | 325979.8655 | 1260477.0884 |
Total P&L (%) | 557.1481 | 434.0862 | 123.062 | 1586.457 | 325.9799 | 1260.4771 |
Avg Daily Profit (%) | 0.2367 | 0.1844 | 0.0523 | 0.1201 | 0.0616 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81246 | -43435 | -121800 | -2204792 | -1290109 | -1135220 |
Profit Factor | 1.673 | 2.1128 | 1.2811 | 1.1845 | 1.0703 | 1.318 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Losing Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Profitability (%) | 52.0619 | 53.6082 | 50.5155 | 52.0619 | 53.6082 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.5405 | 1.8284 | 1.255 | 1.0906 | 0.9262 | 1.2911 |
Largest Winning Trade | 169273 | 169273 | 71606 | 922803 | 922803 | 896609 |
Largest Losing Trade | -27370 | -25415 | -27370 | -688246 | -610890 | -688246 |
Avg Bars in Trades | 46 | 38 | 55 | 46 | 38 | 55 |
Avg Bars in Winners | 55 | 42 | 69 | 55 | 42 | 69 |
Avg Bars in Losers | 37 | 33 | 40 | 37 | 33 | 40 |
Bars Traded | 9087 | 3733 | 5354 | 9087 | 3733 | 5354 |
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 | 460918 | 420402 | -123370 | -48623 | -255388 | -44500 |
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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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